I think one of the mods or the admins marks it as a sticky. Usually these are particularly helpful posts such as commonly asked questions or care sheets. Other times they are really good tutorials on something such as the one on how to make a light tent.
Sometimes when an important post is made (like a How-to, caresheet, or DIY), the mods will think "hey, I like that, that could be helpful to someone!" So they make it a "sticky" thread which just makes the thread stick at the top instead of being pushed down by more recent posts. It's an awesome feature!