Usually you would use a pre-built script to make an ad like this, but it is possible to create your own custom one if you want.
It involves moving the div's style.top property every x seconds, making it move slowly down from the top of the page. Then, there's an x second timer that calls a function that moves the ad into the bottom-left, and scrolls it with the page like what you can find on dynamicdrive.com.
If this isn't enough of an explanation, let me know and I'll give you more details.
Also you may be able to find a pre-built solution on Google.
HTH
-Snib
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