scrolling - In Excel, how do you make it clear that a pane is frozen?

I'm making a reporting application in Excel. On some sheets, I have multiple rows of header that I want to keep visible at all times. So, naturally, I'm using Excel's Freeze Panes feature to freeze those rows at the top.

The problem is that if the user scrolls down or finds a report that's already been scrolled down, it's not immediately visually obvious that there's more data hiding above, unless the user looks at the scroll bar or the row numbers.

Do you know of any good ways to visually hint to the user that there's more data hiding behind the header?

I'm open to ideas that may require scripting to implement. I'm more interested in collecting design ideas; I can figure out how to implement them afterward.

Answer

Here's what I ended up implementing, inspired by some of the excellent ideas proposed here by others:

Below the header rows, I have two half-high rows, with the pane freeze between them, so that the top one is always there, and the bottom one goes away when you scroll. In the top one, I have a line of "/\ /\ /\ " spanning the row, in blue, and sized to fit in the half-height. In the bottom one, I have a similar line of "\/ \/ \/ ". The result is that when not scrolled, there's a line of blue diamonds between the header and the data, and when scrolled down, there's a line of blue up-chevrons.