That is what it was. My middle mouse button was mapped for something different. I remembered from the beta that I had to change it; but I did not remember what it was supposed to be. I had chosen default; but that was wrong, in my case. i set it to Middle, and now it works. Unfortunately, my previous mapping is very usefull for me. I wish the mouse software was smart enough to automatically change the setting depending on if Settlers was active or not.