The following code produces a listbox with 2 options:
I guess you cant, this maybe a limitation or not included in the IE browser. I have tried your jsfiddle with IE6-8 and all of it doesn't show the scrollbar and not sure with IE9. While in FF and chrome the scrollbar is shown. I also want to see how to do it in IE if possible.
If you really want to show the scrollbar, you can add a fake scrollbar. If you are familiar with some of the js library which use in RIA. Like in jquery/dojo some of the select is editable, because it is a combination of textbox + select or it can also be a textbox + div.
As an example, see it here a JavaScript that make select like editable.