Then it may be fuel delivery issue. Gets hot, fuel pump wont pressure up. Just guessing here.
There is a fuel pressure control module that designates the voltage to the fuel pump. At idle, it drops to 11 volts, and only goes to like 12 volts when driving. There is a way to bypass this giving the fuel pump the full voltage from the alternator, thus allowing the fuel pump to reach higher pressures and maintain them. This may not be the issue, but it is a mod that 90% of the guys I know who own them, myself included, do this right off the bat. I will find the instructions on how... Very easy, especially since your battery is located in the trunk anyways..
http://www.gtr.co.uk/forum/144974-r33-g ... h-mod.html
Try that link. Has a picture of what to do and what not. Easy, quick mod. Also, you may want to tape up your coil packs stems. Another quick fix that 90% of Skyline owners do is run electrical tape from the bottom of the coil pack, down the stem to the spark plug. A lot of missfire is fixed when this happens. You may not have a problem, but you will. It creates miss fires when engine warms up and high rpm is reached. Or just replace the coil packs, but if you are on a budget, try taping them first. It is a quick fix.
*Edit, just saw you had a 240sx, so the control module won't help unless you actually have one...disregard that. If it is not a Skyline, I cannot help. Sorry..