Unless it's a
really old PC, you probably do have NX. Most PCs from the last 8 years do support it. What kind of PC is it? Do you know what processor it has?
It could, however, be turned off. "Brand-name" PCs in particular often have useful features turned off by default. (Going back about 10 years, Dell even used to charge about £50 extra for a PC with a "Pentium 4 with Hyperthreading" processor when you could just go into the BIOS and turn on HT there on the "non-HT" model...)
Try going into BIOS Setup (look for a message like "Press DEL to enter setup" when you first turn on the PC; F2 is another key that is commonly used) and looking in the advanced settings relating to the CPU (processor). There may be a line like "NX support [Disabled]". It may also be called something like "XD" or "Execute Disable". If there is, change it to say "Enabled" then save and exit Setup.
Hope this helps a bit
Stephen