That Sony Alpha camera seemed like a good idea when you bought it, but then you discovered that you entered a world of Memory Sticks and weirdly-sized flash hotshoes.
We can't help you with the first (although at least you have an alternative SD/CF slot), but Phottix can certainly help with the second, bringing remote off-camera flash triggers to the Sony system. Better still, they're at the less expensive end of flash-triggering gear.
The Phottix Strato II consists of two parts. One that fits in your camera's wrong-sized accessory shoe, and one that connects to your flash. Thus armed, you can put your strobe out of sight, and up to 150 meters (492 feet) away, and it will be fired by a 2.4GHz radio signal.
Unlike some other triggers, the Phottix will also transmit the TTL (auto) signals to the receiver when it is on the camera, thanks to a TTL pass-through mode, making the flash behave as if it is actually joined to the camera.
The system also lets you to group various receivers together (into up to four sets) and operates on any of four channels to avoid interference (or triggering other photographers' Phottix gear).
Finally, you can also use the kit as a remote trigger for the camera itself.
The Phottix Strato II trigger costs $98, with additional receivers running at $57 each.
Strato II product page [Phottix via Photography Bay]