Not all programs support all the mouse functionality. I have recently replaced a mouse and that was one I considered, but decided against it in the end. I went for a Trust Wireless Laser Mouse, this too has a number of additional functions including upping the DPI from 800 - 1600.
It also has the tilt scroll wheel function and that is really useful tilt the wheel to scroll right or left,
This really speeds up the mouse pointer in almost all programs, though the tilt scroll function works in most programs there are a couple where it doesn't work or doesn't work as expected. So you might just be experiencing this problem in the games.
