Controlling the building of pyramids and the calculation of statistics is only available for the a raster dataset inside a geodatabase (i.e. ArcSDE). It is not possible to control these parameters for raster datasets that are file-based. Although the personal geodatabase is called a geodatabase, it is still truly file-based, since the data is stored as an ERDAS Imagine format (.IMG) internally.
This means that the pyramids and statistics will always be created for file-based and personal geodatabase raster datasets. The defaults for the calculation of statistics (1 row by 1 column) and building of pyramids (nearest neighbor) will always be used.
It should be noted that in ArcGIS 9.2 and beyond, we are also able to control the pyramids and statistics for the file-geodatabase as well.