Microsoft decided to, by default, display controls in the old-style for applications and websites that aren't specifically marked to use the new style. If you look at the source for this site, you'll notice a line near the top that says <META HTTP-EQUIV="MSThemeCompatible" Content="Yes">. This marks this site as being tested and compatible with the new XP look. If you get the old-style scroll bars or controls on other sites, it's because they haven't marked themselves as compatible.