Well damn, NameNation sure know how to confuse a unix admin like me...
Anyway, you can transfer the domain direct to nethosted. I'm not quite sure of the .name transfer process but I believe its as simple as us asking to initiate the transfer and you and/or the previous owners clicking a link in two emails and providing a code which you have.
Andrew will be on in a few hours time and will be able to initiate this for you.
I believe the only cost will be an extension to the domain registration period which will be the cost of the minimum registration period for a .name, again Andrew should be able to confirm this.
If you have any further questions please dont hesitate to ask... I'm going to get a cup of tea those emails took a swipe at my brain