Ah yes thanks!
Also, I've just noticed when I drag one of the prefab NGUIs from the prefab toolbar ( the BG one for example ) the sprites are really far away from the camera that comes with them. I'm using "The Dialogue System" which I think might be causing this I'm not sure cause the camera goes straight to the bottom left point of the dialogue systems GUI plane in my scene.
EDIT: Actually the place where the camera goes is (0,0,0) in the scene. So nothing to do with the Dialogue system. But the sprites still end up ages away when I drag them into the scene.