To "mine" or forge Nxt you need to have at least 1 Nxt in your account wallet.
Once you have 1 Nxt, it will start forging for you while you leave the client open, with the webpage.
The more Nxt you have, the greater the chance you will actually Forge a Nxt off of the sever, this encourages people to buy Nxt so they have a higher % chance of obtaining more Nxt.
The only way to buy Nxt is with BTC here
http://dgex.com