I believe what you want is the "Fixed" header, that is locked to the top of the window, rather than the "Floating" header that scrolls with the page, you can always try copying in the wp-content/uploads/cache/velocity.json file from the Shaper. That file will restore the theme settings to what the demo uesd, but without losing your existing content.
Yes, well, I want the header to stay fixed to the top of the page when it is scrolled. So I am not really sure what the difference is. I appreciate that suggestion, but I have already made many changes to the settings and do no want to revert at this point.