I' am trying to set my mouse wheel to act as a double click to open a file when I am in Thunar. It works fine in Firefox to open links.
I am using Ubuntu 12 with the Unity desktop but I don't like it. I have installed Gnome and XFCE to try them out. I really liked the old Gnome but I am liking Xfce.
The mouse works like that in Gnome.
I know its not what your asking, but if you double-click the wheel on a file in Thunar, it will open it. Thunar does have some hidden settings, but none that map the middle button to do that.