I do have a mouse with a scrollwheel and I used the easyGestures extension for a bit. With it you can click a link with the scrollwheel and have it load as you mention, and it also leaves a little marker near the link for you. I just like to scroll with the scrollwheel so I don't usually work the way you've described, but that is the power of these extensions, they let you work in whatever way you're are most comfortable.

Thanks again!