I added these features to my own personal version of NSIS, you can use:
StartUpText "Some Text for body of Message Box" "Caption"
this will show a message box at the beginning of the install
StartUpExec "open" "C:\somefile\somewhere\onmy\system.exe"
StartUpExec "explore" "C:\somedirectory\on\my\system\"
this will start an app or browse to a location at the beginning of the install
you can download it from http://www.shoutclub.com/nsis/
this is my first time messing with this app so let me know if you find any bugs, the source code is located in the installer as always.