I think this works, though it's not quite the same as NX9. If I turn on horizontal and vertical alignment, I can get this snapping behaviour. The difference is that it adds a constraint (NX9 doesn't have this type of constraint). When I then draw another line across, that new horizontal constraint is removed. I don't normally have these constraints on, as I only use them sparingly, so I'll see if they become annoying!
Thanks