Sticky keys may be either latched or locked:
You latch a modifier key by pressing it once.
A latched key stays active until a non-modifier key is pressed. Suppose that, with StickyKeys on, you press the Control key. It will stay “pressed” while you press the l key, giving you Control-L. Once you press l, Control is “released.”
You lock a modifier key by pressing it twice in succession.
The key stays locked until you press it again. For example, suppose you want to enter
:WR |
In this case, you would press Shift twice to lock it. Then you'd press the colon key and the letters w and r. To unlock Shift, press it again.
You can bring up a Status window to see which keys are latched or locked. (See Displaying the Status of Buttons and Keys.)