Call the airline (the one on which you wish to travel) in advance, and tell them you have a ticket with an open segment (not an open jaw -- open jaw is something totally different) that needs to be booked in an 'A' booking class seat. They might ask you for the ticket number to confirm the reservation, so be sure to have it handy. If the flight you want offeres only business and economy, you'll need to ask for 'D' booking class instead of 'A'; economy-only flights need 'L' booking class.
You could just show up of course, but there's no reason not to book in advance.