Hopefully this helps you out.
<style>
/* Initial Styling Applied Here */
header{
}  
/* Wanted Styling While Fixed */
header.fixed{
    position:fixed;
    top:0;
    z-index:100;
}    
</style>
Create your header in HTML (This can be any container, really)
<header></header>
Create your event handler in JS/jQuery
<script>
// On Scroll
$(window).scroll(function(){
    // If we have scrolled more than 10px
    if($(document).scrollTop() > 10){
        // Add class "fixed" to header element
        $('header').addClass('fixed');
    // Otherwise
    }else{
        // If header already has "fixed" class
        if($('header').hasClass('fixed')){
            // Remove said class
            $('header').removeClass('fixed');
        }
    }
});
</script>