We study a sample of sector boundaries observed by Ulysses near its early 1998 aphelion at 5.4 AU. We relate these sector boundaries to solar wind structure seen by Wind at 1 AU, guided by a hydrodynamic simulation. For each Ulysses sector boundary we are able to identify a corresponding 1 AU sector boundary, except when strong transients are present. Sector boundaries appear embedded in complex plasma structures that generally are in a state of pressure balance. Minimum variance analysis confirms the tangential discontinuity nature of the heliospheric current sheet (HCS) and indicates that the current sheet tends to be inclined more steeply than at 1 AU (HCS normal closer to the equatorial plane and nearly radially outward). We discuss evidence for the nonplanarity of the current sheet. Magnetic field depressions are characteristic features of the sector boundaries. We attribute them to particles that are magnetically confined inside the current sheet and that carry the diamagnetic current responsible for the large magnetic field rotation.