Mistake #1 – Vibration reduction system is set to ON
There are some lovely technologies that can help get much sharper images minimizing the blur caused by camera shake, which are extremely useful in low-light conditions where slow shutter speeds are required. Every brand calls this technology something different, but the aim is the same. They can be lens-based (like for Nikon and Canon cameras) or camera-based (like for Sony, Olympus and Pentax cameras), but at the end the result is that this vibration reduction can give you the same image quality up to four shutter speed stops slower than usual.
They use some movement sensors to detect motion and try to compensate for it by moving an element group in the lens, or on the sensor itself.
The point is that if the camera is on a sturdy tripod (and if you are shooting a long exposure, your camera is definitely on a tripod!), you shouldn’t expect any vibration. You may know this, but your camera doesn’t, so even if there is no movement, it can happen that this anti-vibration system tries to compensate anyway moving a lens group (or the sensor), and this will actually result in an introduction of a vibration (and blur) instead of a removal.
So, if your camera is on a sturdy tripod, turn the anti vibration system to OFF!