adobe-reader
This happens only on some PDF opened in Adobe Reader: when the mouse hand cursor is on a page, a down arrow appears in the middle of the hand, and when I click, it zooms in and scrolls one screen down. 
Can this be turned off? It's very annoying, I don't want it to change my zoom setting, and I don't want to scroll one screen down.
For Adobe Reader X, XI:
To make continuous scrolling the default behavior:
Edit » Preferences » Accessibility » Always use Page Layout Style. Check Single Page Continuous.
To only do this for the current session:
Go to View » Page Display and check the option Enable Scrolling (this is only a one-time fix and will be reset the next time you open Adobe).
For Adobe Reader 9:
Go to View » Page Display and check the option Single Page Continuous.
AFAIK there is not a direct way to do this so you have to use some trick like AutoHotkey. There is another question I found where user is using mouse wheel as hand in Adobe reader.
The best way to set the keys according to your wish and do whatever you want to. But I think this will cause to not scroll down through the mouse wheel after this.
Best Answer
This feature is designed for reading an article in a newspaper or magazine PDF:
To disable the Hand tool from following an article path, go to the the Edit menu and choose Preferences. In the General category, uncheck "Make Hand tool read articles".