You can have .NET 4 installed on your workstation but nx will work with the .NET Framework 2.0.
Search in the helpfiles for .NET and you will get a page which describe how to apply caspol on network share in order to NX to work with your dll applications.
I actually have 3.5 installed and struglled hard to have the necessaty security change... until I found the caspol command line! Now things are just running fine
Thanks anyway for the info