Ca you help me with custom scrollbars?

I would like to make a custom scrollbar for a site I am working on but just can’t find a tutorial that will show me what to do. I tried using the one that flash comes with in the components section but it does not fit with the site at all. I am including a pic which will show you exactly what I refer to.

I would be most delighted if you could help in any way. I know it must be possible because I have seen custom scrollers on various sites.

Thank you