It is possible, but you need a work-around.
- Create a header, the fixed navigation header first.
- Then underneath that make a 2 column section. Create your side-box in the left column and make it small. Leave the right column empty.
- Make both sections sticky to the top. (You may have to adjust the top margins on the side box, to prevent it from scrolling up.)
So now you have your header and side-box. The only problem is that the content of every page is published under the sidebar, not next to it. To fix that you must adjust every single page, setting the margin of the top section of that page to -800 or something like that.
It works fine, but it is not a very elegant solution I think. Maybe someone still has a better idea?