I'm guessing that you want to like rotate a object or something similar, like this:
Sync On : Sync Rate 0
Hide Mouse
Make Object Cube 1,3
Position Camera -5,10,-50
Do
Text 10,10,"MouseMoveX: "+Str$(MouseMoveX())
Text 10,20,"MouseMoveY: "+Str$(MouseMoveY())
Text 10,30,"MouseMoveZ: "+Str$(MouseMoveZ())
AngX#=WrapValue(AngX#+MouseMoveY())
AngY#=WrapValue(AngY#+MouseMoveX())
AngZ#=WrapValue(AngZ#+(MouseMoveZ()/120))
Rotate Object 1,AngX#,AngY#,AngZ#
Sync
Loop
Try that code out, you notice that you can rotate the object on its Z-axis. However, just slightly move the mouse wheel, but not too much though or it will roatate really fast. I pretty sure the only way you can use the MouseMoveZ() command is with a mouse wheel, so if you don't have one on your mouse, then I don't think you can, but usually there's really no need for the MouseMoveZ() command. Hope that helps, but if it didn't then tell me what you want the code to do, like what its for, and be able to help you out more

.