Sony A37 ISO Limit
Unfortunately you cannot adjust the Auto ISO range on any of the lower end Sony bodies, it is fixed to ISO100-3200 for A37/57 and ISO100-1600 for A65. Of the current bodies only A77 and A99 allow to set the range.
Manual ISO changes are quick, one press on the 4-way controller + control wheel L/R, so this is not too bad IMO.
I thought thats the case too but just to confirm.
Sony A-37/Minolta 18-200 f/2.5-6.3
Pentax K-5, Pentax 16-50mm f/2.8, Pentax 50-135mm f/2.8, SMC Pentax M 50mm f/1.4