Theres a couple of threads (at least) regarding the nofollow on the forum.
The latest appears to be that the amount of available
PR that would be normally passed by no follow links is lost. That is to say it does not get spread to the other followed links on the page. This is also provided that external and internal links are handled in the same way when it comes this. My guess is that this may be the case. My guess.
My suggestion would be to keep the links deeper when possible. Keep them limited where possible. And don't worry too much about it. Wait a month or 2 for it to settle in and make adjustments when/where/if needed.
Dave