I looked around on ICQ's page to see if i could find out how to explain it. I found this:
They call it "Floating"
"Floating" On - You may use the Floating option with specific users on your Contact List, so their names appear to be floating wherever you place them on your desktop.
I think it only works in they Full-version but i will try to install it and make a screenshot just to make it 100% clear
