GtkCList::set_shadow_type

void set_shadow_type(GtkShadowType type);

Set the outer border (shadow) of the widget. The whole widget is surrounded with a special border, which can look flat, inset or outset.

You can best see the effect when you add the following lines to the example given in the constructor:
$scrolled_win->set_border_width( 10);
$list->set_shadow_type( GTK_SHADOW_ETCHED_OUT);