File association list
 

Hi.

How can I create NSIS installer's page with listbox with checkboxes inside with file extensions and then associate them to the installed program?

Check this wiki article for info about association: http://nsis.sourceforge.net/File_Association

Use nsDialogs plug-in to create listbox: ${NSD_CreateListBox} - http://nsis.sourceforge.net/Docs/nsDialogs/Readme.html

I saw also fantastic 3rd party plug-in (somewhere on the forum) specially for listbox but I cannot find it... :(

Perhaps you mean the lockedlist plugin?

No, but it is very close.
It was simple plug-in where is was possible to fully customize the design of listbox - add checkboxes, images, links, even background image.