Its called freezing. The following is from Excel help.
Keep row and column labels visible as you scroll
To freeze the top horizontal pane, select the row below where you want the split to appear.
To freeze the left vertical pane, select the column to the right of where you want the split to appear.
To freeze both the upper and left panes, click the cell below and to the right of where you want the split to appear.
On the Window menu, click Freeze Panes.