If u r familiar with CSS(cascading style Sheet) this is so easy If u r not t think this post really help u(like facebook menu-bar...
First know about one css property that is 'position:fixed;' this property are responsible for this kind of nature it's very simple
u create ur div or any other whatever it is..then add css coding in this way..< tag_name style="position:fixed;top:0px;left:opx; width:100%;height:20px"">....</tag_name>
replace 'tag_name' with ur tag...
OR
add following coding in ur html page
<div style="position:fixed;top:0px;left:0px;height:20px; background-color:red">San2-dey.blogspot.com</div>
then add 150 time  <br> tag,then <h1>thank u</h1> tag and run it ...and look at the div that are visible all time....similarly 
in my blog menu....
Thhanks for visiting...