That depends on the user's shell.
If it is sh, ksh, ash, bash, or zsh, simply typing
ORA_NLS33=/oracle/MBD/920_64/ocommon/nls/admin/data
at the command line will do. If it's csh or tcsh, then try
setenv ORA_NLS33 /oracle/MBD/920_64/ocommon/nls/admin/data
If you want to do it permanently, then check the user's home directory for the appropriate initialisation file, which will be one of .profile, .bash_profile, .zprofile, or .login depending.