John,
Thanks for your diligence in following up with my questions. To answer your question...it's the second choice. It's 3 extruded profiles that are modeled relative to each other and consist of three bodies. Sorry, I guess I shouldn't have called it an ASSEMBLY since it's not, by CAD definitions, an assembly. But I realized the problem NX was having with my profile was there were three separate enclosed rectangles so maybe it was trying to take the second moment of area of each one separately or something...?
Anyway, I've actually figured it out how get the second moment of area value I wanted. It was a bit tedious, but I knew what had to be done was to create a profile of the perimeter of the I-beam, and I accomplished that through exporting it as a parasolid, uniting the bodies then Insert -> Curve from Bodies -> Section and this created the perimeter like profile I needed for the Section Inertia analysis.
But what I do need to ask you is, since this process was a little long-winded:
Is there a way to create a section view (to expose the cross-section of a part), easily create a profile sketch of the perimeter, in other words have the program trace a profile around the edges of the part that are exposed as a result of the section view, and then from there I can run a Section Inertia analysis using that new cross-sectional profile? See this was just a simple example I set up to figure out how to get the area moment of inertia value in NX, but in reality, I need to find the area moment of inertia of a complicated "acutal" assembly.