You didn't read the part of the instructions that said if you are playing on a server that has not been updated to WoW Patch 3.3.5 you can *NOT* use any version of nUI newer than 5.06.21 -- any version after that is not going to work on the EU servers.
You need to roll back to 5.06.21 -- go to
http://files.nUIaddon.com and go to the correct download area (either "nUI: Core" or "nUI+ Full Version") and when you get to the download page, click on the "Archived" tab then download 5.06.21 from that page and install it.