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
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".)