shadow is not recommended in web design,
it's not very possible to be rendered through a web browser,
well, not impossible, but it's kinda hard to make...

there're three way you can apply shadow to texts:

firstly, through css filter, but it can only be done with IE,
and the result is not very satisfying...

secondly, through flash, but this kind of layout is not suitable for flash, 'coz it isn't necessary...
when should we use flash then?
I should say, only when you want to do something that's impossible to be done using normal html & javascript coding...
like a series of animation etc...

lastly, export the graphic and embed them to the webpage,
but it takes up a large space, and also, not necessary...

and then, scrollbars...
before any web browser supports fully-customizable scrollbar,
you shouldn't make it appear like this...
what you have to do when you're preparing the layout is,
to copy a scrollbar from IE/Firefox, and paste it into your PSD...

of course you can use your own scrollbars too,
but there're only two ways :

first, javascipt... you're required to spend some time on coding though...
and then, flash... but again, not necessary...

for this layout, if you want to make it a real webpage,
you're only trying to crack your own head, driving yourself crazy...
a very nice try anyway,
try learning html & javascript if you're interested,
as for your improvement in web template designing...

keep on your good works