Sony alpha DSLR-A500 - Manual (Page 136)

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When the LIVE VIEW/OVF switch is set to “OVF,” looking into the
viewfinder turns off the LCD monitor.
In the default setting, while looking into the viewfinder, the LCD monitor
is turned off to prevent the battery pack from wearing down.
If you want to turn on the LCD monitor while looking into the viewfinder,
select [Off].
MENU button t 1 t [Auto off w/ VF] t [Off]
You can select whether the grid line is displayed or not in manual focus
check mode (page 85).
MENU button t 1 t [Grid Line] t Select the desired setting
Keeping the LCD monitor tuned on while looking into the
viewfinder
Turning the grid line on/off