After graduating in 2005, he was not drafted in the 2005 NBA Draft. However, he was invited to try out for the Utah Jazz. He was an immediate fan favorite because of his success at Utah State. Despite playing well, Nelson was not chosen for the final roster, but was immediately offered a spot playing for GHP Bamberg in Germany. In 2006, instead of seeing if he'd make the final roster for the Jazz, Nelson chose to play for Benetton Treviso, a team that he made an outstanding performance against while playing with Bamberg in the Euroleague (he scored 23 points, pulled down 20 rebounds and delivered 7 assists) in a 92-85 home win.