Pinturupesh143,
I presume this happens very soon after launching NX so it would be a very small NX syslog required to show the issue.
Depending on the method of launching NX the variables may still be getting modified, for instance if a desktop shortcut is invoking a batch script.
If it is possible to post the log file from an "as simple as possible NX session that displays the message", I may be able to make other suggestions. Otherwise, it is time to call GTAC.
Regards,
Joe