In the following output, there are lots of warnings about odd configuration defaults, but the "Error" probably matters the most. This happens after a default installation. Presumably, FreeNX simply does not work.

(BTW, I'm surprised that something of this kind can be found in 'extra'. Software of this "quality" should go to 'unsupported'.)

# /opt/NX/bin/nxsetup --test

----> Testing your nxserver configuration ...
Warning: Could not find nxdesktop in /opt/NX/bin. RDP sessions won't work.
Warning: Could not find nxviewer in /opt/NX/bin. VNC sessions won't work.
Warning: Invalid value "CUPS_ETC=/etc/cups/"
Users will not be able to enable printing.
Warning: Invalid value "DEFAULT_X_SESSION=/etc/X11/xdm/Xsession"
Users might not be able to request a default X session.
Warning: Invalid value "COMMAND_START_GNOME=gnome-session"
Users will not be able to request a Gnome session.
Warning: Invalid value "COMMAND_START_CDE=cdwm"
Users will not be able to request a CDE session.
Warning: Invalid value "COMMAND_SMBMOUNT=smbmount". You'll not be able to use SAMBA.
Warning: Invalid value "COMMAND_SMBUMOUNT=smbumount". You'll not be able to use SAMBA.
Warning: Invalid cupsd version of "/usr/sbin/cupsd". Need version 1.2.
Users will not be able to enable printing.
Error: Could not find 1.5.0 or 2.[01].0 or 3.[01].0 version string in nxagent. NX 1.5.0 or 2.[01].0 or 3.[012].0 backend is needed for this version of FreeNX.

Warnings occured during config check.
To enable these features please correct the configuration file.

<---- done

----> Testing your nxserver connection ...
HELLO NXSERVER - Version 3.2.0-74-SVN OS (GPL, using backend: 3.5.0)
<--- done