We just got CS6 and there's this little grey circle with a little wire-link looking thing that now appears beside top right corner of Indesign files
You best drop this question in the InDesign forum but my guess is this shows you have a file that has linked content.
Also check this blog:
And it only appears to the top right of Indesign files.
You might get a better answer in the dedicated InDesign forum but I suspected it to be an icon generated by Bridge due to the fact ID CS6 has some changes about linking. I can't find any info about the different symbols used for Bridge CS6 in an easy way but the symbol looks like a link, hence my answer