I noticed some problems with ulimit in virtual session too:
different values of “core file size” and “open files” in “ulimit -a” output when executed locally and executed in NX Virtual Session.
I added only this two lines to /etc/security/limits.conf:
Server and Client OS: ubuntu-12.04-server-i386.iso
Server package: nomachine-enterprise-server-evaluation_4.0.369_2_i386.deb
Client package: nomachine-enterprise-client_4.0.369_1_i386.deb