When I connect using NX (NoMachine's; not FreeNX), the launcher stays there, on top of open windows. I haven't been able to close it at all.
Locally (with full unity instead of unity-2d, that is), it works without problems.
Issuing the following commands should solve your problem.
gconftool-2 --type=int --set /desktop/unity-2d/launcher/hide_mode 2
Note this is not NX-specific, so it may or may not solve your problem. But it's worth a shot.
First, do you have it set to auto-hide or dodge windows? Double check your configuration options.
There's a bug where the launcher occasionally sticks open, even with these options. In my case, some windows management actions in a java application (NetBeans) triggers the bug, but I've also heard of some people having the same issue with Google Chrome.
To reset the Launcher's hiding behavior, take a file icon from your desktop or any nautilus folder, drag it over the launcher until it dims, then drag it back off. For whatever reason, this seems to get it hiding again.