You would have to modify highslide.js to recognize mousewheel events, in addition to the existing responses to various keycodes. Just to make it more interesting, not all browsers handle mousewheel events in the same way, so you would need to implement different event handlers to accommodate different browers.
In short, there is no quick, easy way to do this - it's going to take some Javascript skills. I've never seen this implemented in Highslide JS.