Mouse wheels behave just the opposite in Windows and Mac OS X. When playing with a web page, the action that scrolls up in MS Windows actually scrolls down in Mac OS X.
Is setting in either OS possible?
Open System Preferences » Mouse on your Mac and remove the first checkbox:
This affects mouse and trackpad alike, if have have both. It's something you were shown when you logged in after Lion installation for the first time.
See this How-To-Geek article to get reverse scrolling in Windows using AutoHotkey.