I have NROL4W, but haven't started the program since my primary goal is fat loss right now. NROL4W is not, strictly speaking, a fat loss program, though I have heard of people losing while on it, so it's definitely possible.
But do work on getting the protein in--your body will need it to help repair and build up your muscles. If you're a lacto-ovo vegetarian, you can use Greek-style yogurt, cottage cheese, and egg whites as good sources of protein.
EDIT: You may want to check out Pips's log:
http://forums.jpfitness.com/training...me-my-log.html
She's a vegetarian doing NROL4W and has been losing weight.