Sticky posts are a new feature in WordPress 2.7. Basically, it means that you can mark a post as sticky, which means it'll stay at the top of your post listing until another sticky one shuffles it down. More or less like sticky posts on forums.

This has been possible previously as well, with a plugin by Lester Chan.

WordPress 2.7 is out in beta, and isn't due until later this month (late, most likely), but you might want to get your themes ready for this new functionality. You do have to change your post class output to post_class, which I detailed here.

This is what you need to add to your style.css:

That's right, it is just one simple little class, .sticky, for you to add to your stylesheet. The code above will just give the sticky post a grey background color, so how about we do something more funky?

That would give us a box with large text, a grey border in the top and bottom, and a light grey background, with 15 pixels padding. Naturally, you'd have to style your sticky posts for your design, this is just to give you something to think about to highlight your headlining posts in the future.

Remember, this won't work with versions of WordPress prior to 2.7!