Hi Littleronnie and welcome.
You need a Remote Commander RMT-835 and you will find several available from £38 to £65 if you Google. This one looks cheapest but shop around: -
http://www.weareelectricals.com/products/Sony-Commander-Standard-Rmt%252d835-147927541.html
Looking at the specifications for the HDR-XR200VE, it does not appear to have a standard external microphone input jack: -
http://www.sony.co.uk/support/en/product/HDR-XR200VE/specifications
However, it does have an Active Interface Shoe that can take an external microphone. These can be wireless via Bluetooth which may suit your purpose (if a bit pricey!): -
http://www.sony.co.uk/product/cac-microphones/ecm-hw2
Or are camera mounted: -
http://www.sony.co.uk/product/cac-microphones
I really doubt if it is possible to convert a standard wired microphone as you would need a Sony Active shoe fitting.
