The NRA is involved in Heller, just not directly, mostly because during the trial phase they made some inept moves and Levy has asked them to stay out.
The NRA is still our biggest dog in this fight, and is the only organization out there that can organize the legislative and judical battle that is going to begin the second Heller is denied/granted cert and then decided. No matter what occurs, Heller is going to shake things up.
The NRA, since the Clinton years, has tended to focus on legislative action to protect and expand gun-rights. Legislation is much easier for a lobby to influence, through elections, bills, votes, etc. The judical branch is a lot more independent (as it should be), and litigation is difficult...
Levy spent years looking for the "perfect" client(s), building his "pure" Second Ammendment case, and got really lucky with the particular panel he got at Appeal. The NRA was trying to get him to adopt a more cautious approach, and to build in a "backdoor" so that if he lost it wouldn't be on 2A grounds.
The NRA plays things slow, safe, and steady. There is nothing wrong with that approach, the stakes are very high here.