I've onMouseOver links for two of my menu iFrame windows, but keep in mind what syrupcore said.
Coloured scrollbars appear in the main section in IE with onMouseOvers on the menu windows.
Firefox (I think) gets coloured scrollbars on the main and menu windows.
All other browsers get the standars scrollbars (boring) on all sections.
And there are a few other ways to scroll things. Personally I like the way this page has you onMouseDown
on a little hand then drag it, moving the page with it:
Again, keep in mind it's probably IE only...