Hi
As LordShryku says, javascript (DHTML) is the answer. Try out
www.dynamicdrive.com who have loads of good scripts in this area.
For example, I sometimes use a jump to top button script that stays in the bottom right corner of the screen.
I have seen a menu script that is vertical and floats down as you scroll down.
However. Seriously re-think your page if it is so long. Users are put off sites with long pages, as they are too content heavy. Split the page up to more than one page.
Another thought is simply to have the menu top and bottom.
Trevor