Whenever I opened some pdf file and scrolled with the mouse the scrolling was per one page. Sure, you can change this by going to View -> Page Display -> Enable Scrolling:
but once you reopen Adobe Reader it's back to as it was.
The solution is to make the default setting for all documents to have this setting and you do this by going to Edit -> Preferences and selecting Accessibility -> Override Page Display and setting it to Single Page Continuous.
edit: Thanks to Hugo André's comment, it seems that in newer versions this is found by going to: "Go to the tab Adobe Reader -> Preferences".