Several polycrystalline samples of the half-Heusler alloy NiMnSb were grown by arc melting of stoichiometric and nonstoichiometric amounts of high-purity constituent elements. The structure and the phase-purity of the prepared samples were examined systematically by powder x-ray diffraction. The transport properties of the best sample, with saturation magnetization M-s(5 K)=4 mu(B)/formula unit, were studied by measuring electrical resistivity, thermal conductivity, and thermopower. Features in both magnetic and transport data are consistent with NiMnSb being in a half-metallic state at low temperatures, i.e., the conduction electrons are fully spin polarized. However, point-contact Andreev reflection measurements on the same sample at 4.2 K demonstrate only similar to45% spin polarization.