I planted some NSO here in Omaha late last summer and it didn't make it through the winter unfortunately. I would try and get it in as soon as possible and water it a lot to help it get established before winter - and make sure you mulch it really well - I think that was one of my problems. I think that the worst case scenario is you can try it - if it doesn't do well then you know better for the future. I have seen it and have personally grown it in full sun and it did very well - was just a bit shorter and more of a lime-green color than the dark green it gets in the shade.
~Mike

Mike, Thanks much. I'll give it a try then. I know it grows nicely here, because I have two little stands of it, but like I said, not in full sun.