Happy users of Freenx in Karmic are left wondering what happened to it in Lucid. The FreeNX-Team Stable repository for Lucid does not have it. If you really want it you have to go to the FreeNX-Team Testing PPA and as its name implies, stability is not guaranteed.
But fear not, Google released last year a new implementation of the NX server. Even though neatx-server misses some minor non essential features of the original freenx-server, it's said to be better designed, more maintainable and in my experience, it works better, especially with KDE.
Neatx-server is available in the same FreeNX-Team Stable repository. There's not much documentation but it's so simple to use in Ubuntu that it's not really needed.
add-apt-repository ppa:freenx-team/ppa aptitude update aptitude install neatx-server
Use the NoMachine FreeNX client as you would do to connect to freenx-server.
Note: If you had freenx-server installed in karmic, you may have troubles with the /etc/alternatives symlink as it may be leftover and still point to the old nxserver executable. Make sure you have:
/etc/alternatives/nxserver -> /usr/lib/neatx/nxserver-login-wrapper