Unfortunately, tethering support depends heavily on the camera's PTP implementation, and in particular on the fact that the camera firmware let the user operate the camera's controls while connected. This appear not to be the case with your Sony camera. All Nikon DSLRs (except the old D1 series) works fine and can be tethered without special driver (meaning tethering also works on Windows 64-bit, for which Nikon never provided any software so far).
For other cameras, tethering through PTP is a hit or miss situation, and for a given brand it can depend on the camera model and firmware version. However, there is hope: if your manufacturer supplies tethering software that simply download files to a folder on the computer, you can open the same folder in FastPictureViewer Professional and monitor its content using the tracking mode (T). The program will grab and display pictures as they land on the monitored folder and the end-result will be the same as when using the built-in tethering function.
A quick search revealed that the Sony Image Data Suite
software should be able to provide the necessary function for your A850. Similarly, Canon owners can use the Canon EOS Utility
to the same effect, and most of the time those OEM applications works fine under XP emulation (aka "Windows XP Mode") on Windows 7 64 too.
As a side note, we have a nice tethering tutorial on the help page