How can be a sun aurora?

Reading this post about the end of the Ulyses program and also watching the fantastic good bye video I have a question for the air. I saw boreal auroras and its really fantastic, and difficult to photograph (also because it moves).

Our Sun has also a magnetic field called the heliosphere who protects the elements in the Solar Sistem from the interstellar medium. Also, as the video shows some particles can decay down to the Sun poles, as the solar wind does with us, and it may produce a similar show.