Apply some CSS to it.
Code:
#menu {
position: fixed;
top: 0;
left: 0;
}
This will fix your menu in the top left, no matter how far down you scroll. It doesn't work in IE though, so if you want 95% of the web community to be able to see your site, it's probably not a good idea. I do stuff like this because I hate IE and I always recommend visitors to my site get Firefox.
Other than this, I'm sure there will be a JavaScript technique that will help. STW for 'position fixed javascript ie' and 210,000 pages come up.
http://www.howtocreate.co.uk/fixedPosition.html looks to be a good bet.
Miggsy007