I don't believe that there is any functionality built into the scrollbar to handle this, but you could certainly show your own ToolTip:

private Infragistics.Win.ToolTip tt;
private void ultraScrollBar1_MouseHover(object sender, EventArgs e)
{
    if (this.tt != null && this.tt.IsVisible)
        this.tt.Hide();

    this.tt = new Infragistics.Win.ToolTip(this.ultraScrollBar1);
    this.tt.ToolTipText = this.ultraScrollBar1.Value.ToString();
    tt.Show(Cursor.Position);
}

You could do a similar thing in the MouseDown or ValueChanged event, changing the location of the ToolTip accordingly.

-Matt