The sticky box was not showing up for me either I am running 1.5.1.2 and here is what I did to fix it. Kind of simple, but in the admin panel under options->writing-> then the first question “when starting a post show:” I had it set to advanced controls. I changed it back to simple controls, then deactivated the plugin, then reactivated it. Then I went and wrote my post and clicked on the advanced controls tab and what do you know, there is the sticky box.
Hope this helps someone.
-Ben