It's set within the theme itself.
:: Collapsible Block Sides ::
With the Sphinx 1.1 default theme comes an option to allow users to
collapse block areas/sides for their viewing pleasure.
These may be turned on or off overall, or for individual areas.
These settings are part of the theme, and can be changed in the
index.template.php file, starting at line # 78.
There is an overall setting (whether to allow collapsible blocks
at all), and then a setting for each block side in the theme.
If you, for example, don't want to allow your left side blocks to be
collapsed, you can change the left side variable from true to false.
NOTE there are no quotes around the setting.