The good news is that it's easy to do!
The unfortunate news is that if you buy a packet from a supermarket and follow the instructions on the back of the packet, you'll probably never get authentic sticky rice (especially if it tells you to boil it)!
Goodness knows why, as it's so easy to steam! See below for how to cook Thai sticky rice and get an authentic result - if you've never had it before, don't expect it to be like any other rice you've ever had - it's literally like a big sticky lump of glued-together chewy rice grains (I'm really selling it here, right?!) - but if it's like that, then you've done it right!