just get out of NZM station from its 2nd gate(sarai kale khan). There is an I.S.B.T.(Inter State Bus Terminus). From there u will get many buses going to Gurgaon.
The local ones operated by Delhi Transport Corporation and Haryana Roadways. Frequency is 30 mins.
The buses operated by Rajasthan Roadways going towards Jaipur, Alwar etc also pass through Gurgaon.