If you have a Mac 10.6 or later, use NoMachine Enteprise Client 4 or later which is natively compiled on Mac Intel (http://www.nomachine.com/FR10F02117).

You can download it from this section: http://www.nomachine.com/download-enterprise

NX Client 3.5.0 cannot run on Mac 10.6 or later because its graphical interfaces are natively compiled on PPC (they are created with QT 3 which doesn't support Mac Intel) and require the Rosetta emulator installed on the Mac Intel host system in order to work.

More information about what the NX Client package contains is available here:

http://www.nomachine.com/AR10D00425
 

If the Rosetta emulator is not present, the message issued when trying to run NX Client is:

You can't open the application NX Client for OSX because PowerPC applications are no longer supported.

On Mac 10.6, Rosetta is not installed by default, but can be eventually added: 

http://support.apple.com/kb/ph6531

Mac 10.7 drops support for PowerPC applications. This means that NX Client version 3.5.0 can't be run there and NoMachine Enterprise Client 4 or later is required.