Firewall rules in Fedora were added to NoMachine 4.2.15, so if you are not using the latest version (you say you are using 4.0) then this could be the reason for why it’s not working.
We have not been able to reproduce. If you -are- using the latest version, please send us output of the following command (ran as root):
iptables -L INPUT -n –line-numbers
It would be helpful to have the output before and after NoMachine installation, but the latter is more important.