I can reproduce that using a Python that uses the Apple-suppled Tcl 8.4 framework in OS X 10.4.11. That version of Tcl 8.4 is quite old.  If you are using a Python 2.7.x from a python.org installer, you may be able to use a newer version of Tcl by installing a current Tcl 8.4 (8.4.19.5 is current at the moment) from ActiveState (http://www.activestate.com/activetcl/downloads).  The menu scroll bar seems to work correctly with the newer Tcl.  The python.org Pythons will automatically use the newer ActiveState version if it is installed.  Otherwise, if you must use the Apple Tcl, although the menu scroll bar does not work on the list when you use a mouse, you can still step through the list by selecting a menu item and using the Up and Down arrow keys on the keyboard.