In modern browsers you can only use proprietary css properties to style the scroll bar. Here is a link to the -webkit properties available: http://css-tricks.com/custom-scrollbars-in-webkit/
If you want a more cross-browser solution, you're going to have to use some JS. Here's a plugin that I've used before that works fairly well and is easily customizable: http://www.dynamicdrive.com/dynamicindex11/facescroll/index.htm It works like the scroll bars on Facebook and works extremely well for dropdown menu scenarios.