NSIS installer can be downloaded from http://nsis.sourceforge.net/Download. An exe of 1.6 MB will be downloaded. You can install it using the wizard. While installing there are options to install
1. Full: Installs all the components 2. Lite: Basic and only essential components from the UI 3. Minimal: The NSIS core files only. 4. Custom: It's up to us to install whichever components that we need.