Work Permit too!
If you don't have a NI number then I guess you have come from outside the UK. You will also need a work permit to be legally employed in the UK, do you have that? If you are a foreigner then you need the work permit to get the NI number. The NI number is a must so you can be properly taxed and pay national insurance. HMRC are currently tightening all these procedures up. We fully expect some of our southern hemisphere colleagues where I work to be confronted by this reality soon.