Phil - The A200, like all Sony alphas, has a high speed USB output. So, its not actually faster to do it in a card reader, its either slower, or the same amount of time (depending on the reader).

Before re-inserting your CF card, always check the pinhole side. If there is any damage whatsoever to the pinholes, this is the only likely cause of a bent pin in the camera. I remember watching someone break the pins in a D200, as soon as it happened and he realized he was forcing it, he took it out and sure enough - one hole had a scratch next to it.