That is true, but generally the rules about placement of „się”, mute forms and so on at the end of the sentence, are only effective when the sentence has more than 3 words. That's because, if you will take a look at the detailed rules, there is really no way to build the sentence any other way:

• „Się nie modlę” – NEVER put „się” at the beginning of the sentence, that's just not allowed
• „Nie się modlę” – „nie” negates the thing that comes next, so this sentence means something like (lit.)'Not myself am praying' or even worse 'I'm praying but not to myself(?)'… I don't know, negated „się” really brings havoc to my understanding of this sentence, it just confuses me to no end. :P
  So then you have only one option left:
• „Nie modlę się”