What wire to run in Wiremold raceway?

The Wiremold packaging shows separate conductors being run through their metal raceway. Is it OK to use NMB cable with the outer insulating sheath still in place, or should I strip off the outer sheath where the conductors go through the raceway?
MB
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Never mind -- I found the answer in an FAQ on the Wiremold Web site: Romex, etc., is not flexible enough to go round the sharp corners; one must use THHN wire.
MB
I wrote:

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