Actually you have set the style for Scrollbar by writing style for the ScrollViewer in the "ControlListBox" style. ScrollViewer has both Horizontal and Vertical scrollbars.
The below is your ListBox Style,
<LinearGradientBrush x:Key="ListBoxBackgroundBrush" StartPoint="0,0" EndPoint="1,1">
<GradientStop Color="LightBlue" Offset="0.3"/>
<GradientStop Color="AliceBlue" Offset="0.5"/>
<GradientStop Color="AntiqueWhite" Offset="0.8"/>
</LinearGradientBrush>
<Style x:Key="ControlListBox" TargetType="ListBox">
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="ListBox">
<Border Name="ListBoxBorder" CornerRadius="3" BorderBrush="Crimson" BorderThickness="2"
Background="{StaticResource ListBoxBackgroundBrush}">
<ScrollViewer Focusable="False">
<ItemsPresenter Margin="2" ></ItemsPresenter>
</ScrollViewer>
</Border>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>
I have highlighted the ScrollViewer in there. Use Expression Blend, and "Edit a Copy" of the ScrollViewer Template. There you can modify the Vertical or Horizontal Scrollbar style. The below is the style of a Template of a ScrollViewer with Vertical ScrollBar. Here you need to again write a style to change the style of the Vertical Scrollbatr.
<Style x:Key="MyScrollViewerStyle"
TargetType="{x:Type ScrollViewer}">
<Setter Property="FocusVisualStyle" Value="{x:Null}"/>
<Setter Property="Template">
<Setter.Value>
<ControlTemplate TargetType="{x:Type ScrollViewer}">
<Grid x:Name="Grid" Background="Transparent">
<Grid.ColumnDefinitions>
<ColumnDefinition Width="*"/>
<ColumnDefinition Width="Auto"/>
</Grid.ColumnDefinitions>
<ScrollContentPresenter x:Name="PART_ScrollContentPresenter" Margin="0,0,0,0" CanHorizontallyScroll="False" CanVerticallyScroll="False"/>
<ScrollBar Style="{StaticResource scrollBarStyle}"
x:Name="PART_VerticalScrollBar"
Grid.Column="1"
Grid.Row="0"
Margin="0,4,4,4"
AutomationProperties.AutomationId="VerticalScrollBar"
Maximum="{TemplateBinding ScrollableHeight}"
Minimum="0"
Value="{Binding Path=VerticalOffset, Mode=OneWay, RelativeSource={RelativeSource TemplatedParent}}"
ViewportSize="{TemplateBinding ViewportHeight}"
Visibility="{TemplateBinding ComputedVerticalScrollBarVisibility}"/>
</Grid>
<ControlTemplate.Triggers>
<Trigger SourceName="PART_VerticalScrollBar" Property="Visibility" Value="Visible">
<Setter TargetName="PART_ScrollContentPresenter" Property="Margin" Value="0,0,4,0" />
</Trigger>
</ControlTemplate.Triggers>
</ControlTemplate>
</Setter.Value>
</Setter>
</Style>