Our Velux windows have wooden rails down either side with four stopping points, allowing the blind to rest against the glass and be either partially or fully closed.
The rails are not integral to the frame and are held in place with small brass nails. They were installed by the previous owners and I have always assumed they came as part of a kit with the blinds. However I'm sure you could find something similar on the interwebs or maybe even fashion your own if you're handy at woodwork.
If you find any to buy, let me know, as you can see ours are starting to get a bit mildewy and I'd like to replace them.
