Microsoft Mouse Properties - A cool problem

I assume that most of you might have worked with Properties of Mouse. One day, while I was sitting in my workplace I thought of changing the mouse pointer speed. I went to Settings & then clicked on Control Panel. I chose Mouse Properties. But later after setting the mouse pointer speed I thought of changing the properties of "Wheel" in mouse. The "Wheel" tab seems to have a potential problem. Let me show you how it fails.

Follow these steps to reproduce the problem which I got,
1. Click on "Start" -> "Run" -> Type "main.cpl" without quotes and click on "OK"
2. Click on the "Wheel Tab"
3. Now change the setting to anything you like and then click on "Apply" (Now the settings should be applied)
4. Now don't click on "OK" button but click on "X" (Close) or click on "Cancel" button

Now again go to Mouse Properties and click on "Wheel" tab. Awwww, what's this? The settings that you had changed has not been saved. The settings are reverted back to the old one's even after applying by clicking on "Apply".

Weird right? I don't know if this problem has been reported to Microsoft or not. However, this might be a major problem as it is one of the feature of "Control Panel".