floating jump links box

Hi guys,

Can anyone explain to me how to do a simple floating box that has a list of page jump links? It is on the premium press documentation page. see pic. I have some long pages on my content and wondered if there was a plugin or a trick to it. I have jump links but they are all at the top and I like them to follow down the left hand column.(as with the above page).

Is this another use for ubermenu?