Dales, another option is the CS-205 remote switch - you have to plug it in (it's not wireless) but it does lock in position so will hold the shutter open for however long.
And, you can also use one of the wireless units found on the web - I bought one of these
Wireless Shutter Release Pentax K10D K110D K100D Cs205 - eBay (item 230201184310 end time Dec-15-07 04:32:33 PST) and it seems to work just fine - I haven't used it extensively, but a quick couple of tests gave me the results I expected.
And, finely, a comment about the Pentax Remote Switch "F" - to use it (at least on my DS) you go into 'Function' and select the remote - this times out after 5 minutes so is not particularly useful for wildlife photography (not to be confused with the camera [I]power[I] time out).
I have all three - I'd use the CS-205 for nighttime and the wireless for any bird or wildlife work. Just my 02!!!!