The research results:
1. The issue cannot be resolved under the FF on AWT level: FF plugin window eats the WM_MOUSEWHEEL event and blocks wheel event bubbling to browser. The workaround is available from FF team (bugfix - that is a bug) or by hack on deploy level.
2. The problem resolved for IE8, Chrome (was not tested with Safari, but it should work).
3. Due to incorrect treatment of MouseWheelEvent (there is not "consume" function call on action event) the scroll is doubling in applet and on the page (the same effect was in early Flash versions) in presence of "JScrollPane". The Swing problems are easy-to-fix.