This problem has been fixed by nxagent-1.5.0-102.

The 'xdpyinfo -queryExtensions' command, run inside the X11 session, reports that the MIT-SHM extension is present. Nevertheless some clients seem to be unable to use it. For example MPlayer reports the following error:

Shared memory not supported, reverting to Xlib

The reason is that the MIT-SHM extension is constituted by two main functionalities: the ability to use a shared memory segment to let X clients transmit images, and the ability to let X clients set up a shared pixmap and have the server read the data from the shared memory segment and copy it to the framebuffer. The first functionality is mandatory, the second is optional, and may or not be offered by the X server.

The implementation of MIT-SHM in the 1.5.0 version only offers the first functionality. The first functionality can reduce the load of the system by letting NX and the application communicate over a faster medium than a socket. The second functionality, instead, is of very little use in a networked environment. The technical reason is that any CopyArea operation performed by the X client would have to be translated by NX in a PutImage executed on the remote X server. This is is far from providing any benefit, and in some cases may also reduce the efficiency of the NX compression.

Unfortunately it seems that most applications don't query appropriately the X server to find out which features are implemented, so most of them either fail to use the extension correctly (like NetBeans, the Eclipse IDE, Wine/Crossover Office) or assume that the MIT-SHM extension is not present at all.