Sticky topics appear in green with a star icon and will always get 'stuck' to the top of the forum lists, regardless of when the topic was created. This can be useful for topics that are especially important, or ones that should be read before the user moves on to the rest of the content.
Only administrators/moderators can make a topic sticky. You do so by opening the topic and clicking the 'stick (to front)' link in the bar above the post content. Click the word 'stick' rather than the '(to front)' bit of the link (these are actually two separate links, but it's not very clear).
That's all there is to it although you might also want to edit the post and add '[sticky]' to the end of the post title just to make it completely clear.
Go forth and stick stuff!