Try setting the parent to the textbox after, like this:
Code:
self.textBox = Turbine.UI.Lotro.TextBox();
self.textBox:SetParent( self );
self.textBox:SetMultiline( true );
self.textBox:SetReadOnly( true );
self.textBox:SetPosition( 25, 30 );
self.textBox:SetWidth( 350 );
self.textBox:SetVerticalScrollBar( self.scrollBar )
self.textBox:SetVisible( true );
self.scrollBar:SetParent(self.textBox);
Edit: but be aware of where you set the position of the scrollbar, or you might not see where it went. Start by setting its position to 0,0 to see that it is actually there.