I have had similar kinds of problems with Eclipse Kepler using EclipseNSIS.
Finally I ran the NSIS installer from Nullsoft Scriptable Install System (NSIS) download web site after closing Eclipse and when I reopened Eclipse and double clicked on the .nsi script file, it opened up in the EclipseNSIS editor window.
I am still having problems with the compile button and compile menu item of EclipseNSIS however what I am doing is to right click on the .nsi file to bring up a popup menu and then select the "Run As" menu option which has a "NSIS Script" option. By doing the "Run As" I am able to compile the .nsi file.
I am using Windows 7 64 bit OS.
Edit Jun-04-2015
I revisited this answer and saw the answer from Rodrigo below so thought to take another look at this problem which has been on the back burner.
I started up Eclipse and the first thing I did was to run the updater to update Eclipse. Next I used the Install dialog available from the Help menu to check for GEF at URL http://download.eclipse.org/tools/gef/updates/releases
and did that install. Finally I did an update using the NSIS Update Wizard which is available from the Help menu.
After this procedure the Run tool will now run my .nsi script to create an installer and it does appear to create an installer however there is an error message at the end:
Updating NSIS markers has encountered a problem
org.eclipse.ui.editors.text.TextEditor cannot be cast to net.sf.eclipsensis.editor.NSISEditor
The details shows the following text:
org.eclipse.ui.editors.text.TextEditor cannot be cast to net.sf.eclipsensis.editor.NSISEditor
org.eclipse.ui.editors.text.TextEditor cannot be cast to net.sf.eclipsensis.editor.NSISEditor