If you hold down either 'Shift' key while zooming in with your scroll wheel the map should now re-centre on your current mouse position. I've been meaning to add this for ages. I did try making it always centre on mouse position, but found that sometimes undesirable, especially as it jumps to a new centre rather than scrolling (and a good thing too as that saves bandwidth, and tiles) but found that confusing.
N.B. this doesn't work on some web browsers e.g. Opera where that combination takes you up and down your page history.