You can't connect to the KDE session you started at the console to my knowledge. NX works by spawning a pseudo-X11 server on the remote machine, and then forwards the protocol stream to the NX client, which is also an X server. Sessions running on a different X server cannot be picked up. NX is really more of a terminal server than a generic remote control solution.
You can read more on NX session reconnection policies here:
http://www.nomachine.com/ar/view.php?ar_id=AR03C00166
If you still have an issue after that, please edit your question with additional information.
<a href="http://www.nomachine.com/ar/view.php?ar_id=AR03C00166">http://www.nomachine.com/ar/view.php?ar_id=AR03C00166</a>
--jeremy