I'm not sure I've seen it before, either. That's because I normally don't have ump-teen things open at the same time.
Go to any Win XP computer and open applications and keep opening more of them until they can't all be displayed in the space available on the taskbar. This will confirm that the double arrow scroll arrows are normal, as Carbon Dudeoxide has explained to you, and I stated that I confirmed on my computer.
Today i showed these arrow to all 7 guys and asked them if they knew anything about it, they weren't aware of it either.
Again, they must have a large number of applications open before this happens. Ask them to do the same test as above.