Here are some additional details of the configuration :
Both the server and the client have NX 4.2.19 in its Free version.
The server run under Ubuntu 13.10 64bits with the default desktop environment and in the setting I let the default setting, I can’t remember anyone which may be related to the problem. I still don’t understand if what I encounter is a bug or a feature of the 4th version.
Attached to this post is a screenshot of my client NoMachine windows.