i don't see that ad (nor any other ad that appears unconfined), but it's probably done using divs. check the page's source code to see.
It starts out a square ad then plays an animation that spills out of the add overtop of the HTML content. I can make then animation its having it play outside of its boudries and over top of the other content that I don't know how to accomplish.
I'm sure your right divs are prob invloved along with some additional scripting. I did view source on the page and the code is very messy, a lot to sort through. I was hoping someone could point me towards a tutorial or a simpler example or a script of some sort that would accomplish this.
use google to search for "floating ad flash tutorial"