The masthead on the demo page you reference is being styled by some custom CSS. I think something like this might do what you want…
@media screen and (min-width: 768px) {
#masthead {
background-color: transparent !important;
position: absolute !important;
width: 100% !important;
-webkit-box-shadow: none !important;
-moz-box-shadow: none !important;
box-shadow: none !important;
}
#masthead .site-title a.logo-image {
margin: -15px 0 0
}
.dockedNav #masthead {
background-color: Black !important;
position: fixed !important;
-webkit-box-shadow: 0 0px 8px rgba(0,0,0,.25) !important;
-moz-box-shadow: 0 0px 8px rgba(0,0,0,.25) !important;
box-shadow: 0 0px 8px rgba(0,0,0,.25) !important
}
.dockedNav #masthead .site-title a.logo-image {
margin: 0
}
}
Go to Appearance > Theme Options > Custom CSS and add that CSS to your Custom CSS box, or add it to your custom stylesheet. You may need to experiment with property values to get to look right for your specific situation.