After a few false starts, I've successfully brought RAW files into Lightroom 4, by using a method that basically tells Lightroom that the camera is a Nikon D5200, which apparently has the same DX 24 megapixel format.
Check out the site below:
1. Download a free copy of exiftool and install
2. Copy your NEF files to a directory specifically for changing the file metadata to say D5200. Only put those NEF files in this directory, nothing else.
3. Run the program as described in the link above, specifying the exact location of the directory with your copied NEF files. Very important: for it to work if there are any spaces in your directory name, you must put quotation marks on either side of the directory location or it won't find the directory. I also found that all details, including exact spacing, is important in the command. So after "Nikon D5200" have a space before -ext. (Feels like being back to the C prompt days!)
If it finds your directory and it runs properly, the original .NEF files are renamed .NEF_original, and the new files that should work in Lightroom are named .NEF. My guess is that if the command doesn't run properly you could rename your original files back. But it's much safer and quicker to copy the files from your memory card to your hard drive, and if anything doesn't work right or creates unreadable files, just delete the files in the new directory and try again with new original copies.
I did this on a Mac, but should work as well on a PC. For Mac users who haven't used it, Terminal is an app that comes with the Mac. Just find the terminal app, open it, and put in the command line shown in the link, referencing the directory you've put the files in in quotes.
Good luck!