Sticky post

Hi, on the demo site you have a sticky post, that always stays on top of the homepage blog posts. How can I make a post a sticky post? I also would like to choose which blog post will shown as 1st, which one second, which one third, etc. But I only can choose by older/newer post, and numeric. I downloaded the plugin WP-pagenavi. But nothing changes. What should I do, to make it possible to choose in which order the blog posts are shown?