Why bother with spanning. Floppy disks are out anyway, sure they will be used for minor copies/distribution to older computer without LS-FLOPPY drives and ZIP drives, but it isn't the big thing anymore, OK!
As I feel commit to provide help: Zip the entire NSIS installer executable with WinZip and then make a Spanned Self Extractor using WinZip Self-Extractor 2.2 BETA (Important: not the 2.2 non-BETA, it hasn't spanning) and make it run your installer when all disks are unzipped. Finito! Visit http://www.winzip.com
to download it.
Edit: PS! Winzip.com may not have the BETA so try out their FTP instead: ftp://ftp.winzip.com