OK, but please note, that this may be for my particular mouse only, which is a Logitech mouse VX Revolution.
In System Preferences open Logitech Control Center. Choose your mouse, and click configure. In the top click the + sign and add Rhino.
Then in the main window choose MicroGear Precision Scroll Wheel Button. On the far right click the up and down arrows, then choose Advanced Click. Under Click Type choose Click. That’s it.
The mistake I had made was that instead of Advanced Click I had picked Click.