If you already have Linux installed on the HDD, then using NimbleX from the HDD is very easy.
You just have to add a new entry in the configuration file of the boot loader.
For GRUB is grub.conf and for LILO is lilo.conf
Hints on how the GRUB entries should look are in the USB tutorial or on the CD.

If you only have Windows on the HDD you'll need to install a boot loader (eg. GRUB). The steps are similar to the USB install. I don't use Windows and some things might escape my mind right now so for now I'll let you do it yourself if you really want to.

P.S. Remember the from=nimblex parameter and changes=nimblex.data

Good Luck

Now you can use the NimbleX USB installer

This should no longer be necessary. In NimbleX 2008 you have 2 different built in installers. One is the safe installer and it's accessible from the bootloader and for the USB you have an icon on the Desktop.