Is it possible to have the trackpad scrolling direction different from mouse connected to the MBP?
EDIT: Found the solution, check my answer below.
Found the solution.
Apparently you can solve it using software. I downloaded Scrollreverser, which is free: http://pilotmoon.com/scrollreverser/
This allows you to control the scroll direction both on the mouse and trackpad separately.
Another solution (the scrollreverser one didn't work for me):