This:
http://iconico.com/CSSScrollbar/
might be of interest to you. However, it appears that the color-changing code is not up to any standard; it won't work in Firefox.
I personally hate websites that mess with the browser--PDF files that take up to 30sec to load, flash intros that don't work when I have my browser settings locked down...you get the idea. I'm not sure you really want to change the scroll bar at all.
But it's up to you.
Good luck,
JBot