Hi,
I've had this same error in our W2K8 Citrix environment.
It appears to be caused by the working directory path in the nxmc.ini file:
-data
@user.home/.nxmc/data
@user.home should refer to the current user's profile directory, but this appears to be broken in some cases. After replacing this with a different path the issue was solved for us. I believe it's related to
http://bugs.sun.com/view_bug.do?bug_id=4787931
We have the my documents folder of each user mapped as a network drive, so we changed it to place the .nxmc folder onto this drive.