How can he do a scroll bar like this ?

http://vrumchev.com/

Do a view source on the inline frame page (so make sure you are seleceting the right frame), it shows you there is a file named:
scroller.js ------- next you can just type in this url:
http://vrumchev.com/scroller.js
and it will let you download the js file. Now point in mind. Some scripts are created by the page developer and its a good idea to ask about using the script before using it on a professional level. I have never had anyone tell me no (for personal use), and they usually tell me thanks for asking!

thanks