Depending on the model of your device, find your way to the Options list for the device (might be under Options, Settings -> Options, or something similar to that). Select the Screen/Keyboard option. In the last section, Key Tone is listed. If you turn this OFF, it will turn off the tone when you press keys on the keyboard AND when you press in the scroll wheel. It's an all-or-nothing solution, so if you like the sound on when you type but not when you press in the scroll wheel, you'll need to choose if you prefer the sound to be always on or always off.