Although XQuartz is already installed, NoMachine NX Client (v3.5.0-7) on OS X 10.6 will complain about not being able to find Apple X11 in /Applications or /Applications/Utilities.
You can download and install X11 for OS X 10.6 from here (just not sure if it will install without first uninstalling XQuartz because XQuartz may be newer).
Or, simpler, create a symlink /Applications/Utilities/X11.app to point to /Applications/Utilities/XQuartz.app:
$ sudo ln -s /Applications/Utilities/XQuartz.app /Applications/Utilities/X11.app