How do I leave the shutter open on the Sony a200?

On your camera you should have a setting to lower the shutter speed in the form of 1/100 and so on which would mean a 100th of a second. So the lower you go down the list the longer the shutter will stay open for. At the bottom of the list there should be a mode called bulb mode which you can manually hold down the shutter for as long as you like :). Hope this helps you out :D