The tab scrolling buttons are not a toolbar which you can customize. In fact, they're not a toolbar. That is built into the program.
This list will only display the first 15 worksheets, if your workbook contains more then an additional "More Sheets" command will display the Activate dialog box allowing you to select the worksheet from a list box.
However, there is at least one add-in which you can purchase which will give you the functionality you are seeking.
http://www.add-ins.com/office/sheet_navigator.htm
There may be more available. This is just the first one I found and I don't have any idea if it actually works.