dont know if this works for 2.5 too, but from the manual:
To install a macro:
1 If there isn't already a $HOME/nreal/include/startup directory on your hard drive, create
this directory structure.
If necessary, create additional $HOME/nreal/include/startup/ui and $HOME/nreal/icon
directories as well.
2 Place the .h file of the macro you want to install into the $HOME/nreal/include/startup
directory.
3 Place the files containing a UI into the $HOME/nreal/include/startup/ui directory.
4 If the macro has one or more icon files, (which end with .nri) place them in the $HOME/
nreal/icon directory.