As far as I know, you can't change the system provided scrollbars for your application - and for good reason. Users "know" what scrollbars look like, and how to use them so significant changes could make apps harder to user.
This may help:
How to skin scrollbars for Panels, in C#[
^] - but be aware it is an old article, so it's very possible that it won't work properly in more recent OSes.
I'd ask myself why I want to change "standard UI components" at all ...