For Window 7:
(Start > right-click Computer > Properties >Advanced system settings > Environment Variables...)
By default, UGII_TEMPLATE_DIR=${UGII_BASE_DIR}\ugii\templates
A quick solution usually does not solve solution permanently. For example, if you have multiple version of NX installed on the same machine, doing the above way would be disastrous! This is because all version of NX are going to read the same location for templates, and if the template is created at the newer version, the lower version of NX cannot read it. A more technical way to address this issue is to create a batch file that will run the UGII_TEMPLATE_DIR environment variable before initiating NX.
Hope this helps!
Cheers,
Tuw