...where can I find the "IsFunction method"?
You can't. I'ts Is_Function and it's more general than the Help implies. See my post here, except that it's ContainsFocus not Contains_Focus!!

I've added the corrected function to a cCJDbGrid and the following to OnWMMouseWheel:
Get Focus to hoFocus
Register_Function cjGrid_Object Returns Boolean
Get Is_Function Get_cjGrid_Object hoFocus False to bIsGrid
If (bIsGrid) Begin
    If (iDelta < 0) Send MoveDownRow to hoFocus
    Else            Send MoveUpRow   to hoFocus
Seems to work ok as long as you're not in edit mode in the grid (no doubt need to sub-class the edit form used by the grid if you want it to work then).