I think you skipped a step as, the adsense code displays in the sticky just fine if it is the only adsense call on the page. In fact, this call (shown here in red, around line 377 in your page's source code as viewed in the browser):
Code:
<p align="center"><script type="text/javascript"><!--
google_ad_client = "pub-4855600414439368";
google_alternate_color = "4F657C";
google_ad_width = 160;
google_ad_height = 600;
google_ad_format = "160x600_as";
google_ad_type = "image";
google_ad_channel ="7712531999";
google_color_border = "4F657C";
google_color_bg = "4F657C";
google_color_link = "FFFFFF";
google_color_text = "FFFFFF";
google_color_url = "FFFFFF";
//--></script>
<script type="text/javascript"
src="http://pagead2.googlesyndication.com/pagead/show_ads.js">
</script>
<script type="text/javascript"><!--
google_ad_client = "pub-4855600414439368";
google_alternate_color = "4F657C";
google_ad_width = 160;
google_ad_height = 600;
google_ad_format = "160x600_as";
google_ad_type = "text_image";
google_ad_channel ="7712531999";
google_color_border = "4F657C";
google_color_bg = "4F657C";
google_color_link = "FFFFFF";
google_color_text = "FFFFFF";
google_color_url = "FFFFFF";
//--></script>
</div>
</div>
<div id="page_content">
appears to create a problem for the ad in the sticky. This is clearly not a problem with ads in the sticky. Even if I remove the sticky code completely (all of its code, style and markup), the add that you placed in it will not display as long as the above red code remains on the page. I can see no obvious reason for this except that it is some problem either with your markup or with adsense itself. I'd check with adsense or in an adsense support forum.
This is made even more odd by the fact that the script call:
Code:
<script type="text/javascript"
src="http://pagead2.googlesyndication.com/pagead/show_ads.js">
</script>
appears seven times on the page. Removing the one around line 442 also fixes it but removing some of the others does not (I did not check all of them, there may be others that will fix it, there are others that will not). This is what makes me think it might be your markup, try validating your page:
http://validator.w3.org/
But, I'd go through the adsense FAQ's first and perhaps search their support forum for other clues first.
I repeat this has nothing to do with the sticky. So, search for answers about ads not appearing due to invalid markup and for answers about ads not appearing with multiple ad calls.
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