I had the same problem and fixed it easily.
The linux client comes with its own sdl library just in case you don't have one.
Well that one didn't work for me but the ubuntu one works fine.
in your neverwinternights folder
open nwn with your favourite editor and replace the text there with this:
# This script runs Neverwinter Nights from the current directory
# If you do not wish to use the SDL library included in the package, remove
# ./lib from LD_LIBRARY_PATH
# note that I have modified the next line to use the ubuntu sdl library!
note that in the code the third export line h