If you only have one sponsor banner in the editor, you may accomplish this quite easily. Otherwise, there is no way for you to permanently display a specific sponsor banner.
As a suggestion, you may upload the specific image to your file library, place that image at the top of a page and link the file to the pertinent website. Keep in mind, it will not keep track of Impressions as it an image and not a sponsor banner.
For detailed instructions on how to add images to your site, please refer to the 'Working With File Libraries' tutorial section.