I'm quite sure that the NEXs do not have in body stabilization. The icon may be refering to in lens "OSS Off". If got SSS, then no need to equip the 18-55mm and 18-200mm with OSS liao.
Extract from DPReview:
"Interestingly, one of the consequences of Sony's drive to make the NEX-3 and NEX-5 as small as possible has been to remove the space required for a sensor-based image stabilisation system. The NEX-3 and 5 are the first Sony Alpha cameras, in fact, not to feature a variant of Sony's Super SteadyShot stabilisation system. Instead (and here's a novel idea!) stabilisation is supplied by Optical SteadyShot units inside some E-mount lenses, including the 18-55mm kit lens, and the forthcoming 18-200mm superzoom."