Here's how to recreate this:
1. Launch CCleaner
2. Go to the options section
3. Go to to cookies subsection
4. Click on a cookie to give the "list of cookies to delete" control focus
5. Scroll down the list of cookies WITH THE MOUSE WHEEL to the very bottom. This doesn't happen if I slide the scroll bar manually. There is (at least for me) a black bar below the bottom-most cookie.
Here's an image of it:
There are a total of 70 cookies in the "cookies to delete" list. I left in the bottom one in case the text is relevant to the bug. I'd be happy to provide additional information if it is needed.
Edit:
I'm using Vista Ultimate x64 w/SP1.