This article refers to issues on OS X 10.8.2, but it's also valid for earlier Mac versions.

If you want to use the SSH service to connect via NoMachine, it's necessary that your server host is configured to accept SSH connections.

By default, the SSH service is not enabled on OS X.

To enable it, navigate to System Preferences -> Sharing and check 'Remote login'. 

You can activate it for all users or for selected users only.