Keep Sidebar when Scrolling Down Page

When I write a long post, by the time you read to its end there is a ton of wasted space in my sidebar’s column. I would like the sidebar to shift/float/move dynamically as the page is scrolled. I know this is tough to describe, because I spent a lot of time searching for other posts about this and couldn’t find anything, so here is an example!

http://www.arena.net/blog/

Watch the sidebar as you scroll down the page. Isn’t that awesome? 😀 How can I do that?