The main cause of this problem appears to be that these IE/Win-specific styles aren't valid CSS or XHTML. You will notice that the scrollbar colours no longer display if:
1. You upgrade to IE6 and you have a XHTML DOCTYPE for your site.
2. You add or change the DOCTYPE of your site and you are already using IE6.
It appears the IE6 is much more standards compliant in its interpretation of these rules and, as the styles aren't XHTML compliant, they don't work (they will also return errors not warnings if you validate your page).
Basically there is no proper fix for this - get rid of the styles and have valid XHTML or keep them and it let it break (in which case you may as well use the HTML 4 DOCTYPEs as doing this will actually make the scrollbar styles work again and give you validating code).
+As of the time of writing this FAQ was number 2 at Google for the terms scrollbar, colours (the above FAQ is number 1).
-As of the time of writing this FAQ was number 2 at Google for the terms [url=http://www.google.com/search?q=scrollbar+colours]scrollbar, colours{/url] (the above FAQ is number 1).
