Mine as well, but on WM5.

my request is really, can we make the scroll wheel on home screen to adjust volume. Now it's useless.

And also, using scroll wheel to scroll 1 line at a time for all program. I can need it to scroll from link to link or page up/dn, I use the d-pack.

mine does this whil i'm in a call only it appears...

There's a registry tweak that disables that beep, mentioned in a couple of other threads here somewhere.

Go to Settings>System>Device Information

Start > Settings > System (tab) > Device Information
Should be the first line

If you use the lock feature and an incoming call comes in and you answer without unlocking the phone, then you can only adjust the volume for a short time. then it locks the phone again until you end the call. so if your volume is not working, try unlocking.

Thumbwheel controls in-call volume
 

My device's thumbwheel has always adjusted the in-call speaker volume, too. I just purchased my HTC Titan and have yet to attempt to flash it to the latest (2.17.651.0) ROM or, for that matter, any custom ROMs.

Matt

Mine has always done this

Mine has always done this during a call and on speaker phone.