How to add Adsense ads in sidebar and it will not disappear while scrolling?

I have seen some website who has added their Adsence ads in site’s sidebar and the ads still appear even you scroll the page. How can I make ads like that?
For example, check this website:
There is a big ad in the left sidebar and the ad still appear even you scroll the page into footer.
Can anyone help me to add my Adsence ads like that?

Using Sticky Sidebar plugin or if you are using Genesis, have a look.

Sticks ads is against adsense tos. So, please be sure before doing it.