My mistake - I didn't know they had a version 7. A bit before my time.
But I think that might answer the question... Support for the A200 in Adobe Camera RAW was apparently added quite a lot later when CS3 was the current version. Adobe have a nasty habit of not allowing it to work on older versions of Photoshop than available at the time. link
Instead you would be looking at converting it in another application like Sony Image Data Converter which I assume was included with the A200. After that you can save it in an intermediate format before opening it in photoshop.