Just visited - May 2010. Main question about this place is the limits of inscribed site. Dispite relatively huge area the place is not protected as a National Park or reserve, it is just a dessert. But while studying the official map on UNESCO website I am pretty sure that Nebkas area (just outside Shahdad) and Kaluts (some 40 km from Shahdad) are part of World Heritage.

In fact on the right side of the road Kerman - Zabol, just outside Shahdad (around one km from the town) there is a small brown sign - Nominated Area, probably marking the limits of Lut Desert as a World Heritage Site. That should include Nebkas area as well. Further on, while you enter Kaluts, there is just a small sign although the road just crosses sandstone castles.

Some practicalities: I read there is a public transport to Shahdad (but not to Kaluts) but the most convenient way is to rent a car (taxi) which I did. I took a car from Mahan to Shahdad than to Kaluts and return to Kerman for 1.200.000 Rial (including waiting time in the Kaluts area). It may take half to full day depending on the time you want to spend in Kaluts. I am pretty sure that similar can be organised from Kerman.

Take plenty of water with you as it is the hottest place on earth, and something to cover a head. In fact descend from mountains to Shahdad was like going inside the furnace. It was even worse within Kaluts area. As Iran is no-shorts country it is good to have airy trousers. Within sandstone castles area (Kaluts) there are no marked trails so be aware where the car is parked.