Here's how they did it:
This is in their CSS stylesheet. You can place it between <style></style> in your <head> </head> tags:
#nbc_skys
{
position:fixed;
left:1105px;
top:5px;
}
This goes in the body of the page:
<div id="nbc_skys">
*adsense code here*
</div>
You can change out "nbc_skys" to anything you want, just change it in both parts. The 1105px is the exact size of their content. You'll need to replace this number with the exact size of your content.
Hope this helps