I'm pretty sure this is a bug, because I can't think of any reason to justify it, but the UI mapping for the Trigger menu under Recording Settings under Settings seems to use a different UI scheme than the rest of the Settings UI.
Under Trigger, the wheel on my Sansa e200 changes an option, up and down select options, and select saves the changes.
Under all other normal parts of the Settings UI that I can see, the wheel selects options, up is resume playback and down is back, and select selects.
The normal method is much easier to use, especially since you get used to it.
In fact, the entire layout of the Trigger menu seems to be different than the rest of the UI, but that's less of a big deal than it's different button mappings.