I found a bit of a work around that works great.
While in full screen mode with an assembly open, select a component. Then click the 'find in navigator' button on your selection bar. This will bring up the assembly navigator window. This will bring up the assembly navigator on your screen. From there you can drag the navigator to the side of your screen and it will dock.
It will stay docked there even for your next session of NX.
Hope this helps someone. I've found full screen mode to be great in NX9. Hit alt to bring up the ribbons and roll the center mouse button to toggle between ribbons. Very nice.
Jay Miklovic
Sr. Design Engineer
Edco Inc.