Steve had a good answer, but allow me to continue.
In IE 5.5-7 (but I think they're getting rid of it in 8), you could style the scrollbars with some proprietary MS CSS properties. I wouldn't recommend this.
Steve mentions that the scroll bar outside of the page is up to the browser. Whilst this is true, you could fake it by setting the body element to overflow: hidden
and then placing a huge container in the HTML with height: 100%; width: 100%
.
I wouldn't recommend you touch the user's scroll bars. They are a well known convention, and they are quickly recognisable by the end user. They know how to use the default OS styled scroll bars, not your quick attempt at cross browser CSS/JS implementation. I think it was Steve Krug that said 'Don't make me think!'
Have you ever seen Flash sites that rolled their own scroll bars? ugh!