How do I support scrolling and lock/freeze the header row of a pageBlockTable?

I don't believe this is a function provided by Visualforce, however you can probably create the effect you are looking for using CSS and jQuery. I did a search for 'jquery fixed table header' and found lots of plugins, I'm sure one of these could be customized.

While looking for a solution to the same problem I found Floating/Sticky Headers For Visualforce PageBlockTable. It isn't a native solution. Instead it uses CSS and jQuery to create the effect.