NEF and Lightroom - Why the images look terrible

So, I just installed Lightroom 4.1 RC2, I have imported my NEF files from Nikon D7000 and they dont look anything like NEF files in Capture NX2.6.

So, for those of you that deal with NEF files, how do you go about importing them into Lightroom?

Do you import NEF's to Capture NX 2 and then export to TIFF and import TIFF to Lightroom?

Or, Import NEF's to View NX and Export to TIFF and import TIFF to Lightroom?

Thanks,