What you want is possible, but it depends on your css for all related elements... html, body, etc...
Can you post your code or provide a link?
With your image, this is a working example:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01//EN" "http://www.w3.org/TR/html4/strict.dtd">
<html lang="pt" dir="ltr">
<head>
<title>Fixed Menu and Header - Scrolling Content</title>
<meta HTTP-EQUIV="Content-Type" CONTENT="text/html; charset=ISO-8859-1">
<style type="text/css">
html, body{margin:0;padding:0;width:100%;height:100%;}
div.header {position:fixed;top:0;left:0;z-index:1;width:100%;height:200px;background-color:#787878;}
div.menu {position:fixed;left:20px;top:220px;width:200px;height:350px;background-color:#9abd63;}
div.wrapper{float:left;padding-left:260px;padding-top:220px;}
div.blocks{width:600px;height:300px;margin:5px;}
div#block1{background-color:#d9c548;}
div#block2{background-color:#7e4041;}
div#block3{background-color:#d9c548;}
div#block4{background-color:#7e4041;}
div#block5{background-color:#d9c548;}
div#block6{background-color:#7e4041;}
div#block7{background-color:#d9c548;}
</style>
</head>
<body>
<div class="header">This is the Header</div>
<div class="menu">
<ul>
<li>Menu Opt 01</li>
<li>Menu Opt 02</li>
<li>Menu Opt 03</li>
<li>Menu Opt 04</li>
<li>Menu Opt 05</li>
<li>Menu Opt 06</li>
<li>Menu Opt 07</li>
</ul>
</div>
<div class="wrapper">
<div class="blocks" id="block1">Block 01</div>
<div class="blocks" id="block2">Block 02</div>
<div class="blocks" id="block3">Block 03</div>
<div class="blocks" id="block4">Block 04</div>
<div class="blocks" id="block5">Block 05</div>
<div class="blocks" id="block6">Block 06</div>
<div class="blocks" id="block7">Block 07</div>
</div>
</body>
</html>
Just copy and past, it's tested! Hope it helps!