Not unless you tell us what your thesis is about, and what difficulties
you're having wording these pesky side heads.

I suspect you mean something like the marginal notes described at
http://sbarnhill.mvps.org/WordFAQs/MarginalText.htm

Side note:

Before you put a lot of energy into this, check the formatting requirements
for your thesis.  Most theses that will be submitted to a university library
would disallow this, I think, and you might have to take them back out for
the final version.