NS is a mod, you start it through HL.exe by adding certain parameters. However the easiest way to start it must be through steam, under Third Party Games.
You'd make a shortcut of the exe, right click on it and go to it's properties. Add "-game "ns"" to the end of the line that for Target. ex: Target: "C:\Steam\Steam.exe -applaunch 70 -game "ns""
Another possible .exe file is the hl.exe (applicable from 1.6 too. doesn't need hl1 to run ns). Make a shortcut of it and add '-steam -game ns -console' to the end of the target file/folder.
Comments
ex: Target: "C:\Steam\Steam.exe -applaunch 70 -game "ns""