I do like the way you have the set up of your Zip2Exe, but its missing a feather that I would just love to see. (and due to me being a noob to NSIS i use it lots more then makeing my own Scrip files.)
This is a screen shot of what i am using now for all of my Zip2Exe needs.
*NOTE THAT* THE HKCU\softwear\valve\steam\ModInstallDir as this as its value ...
c:\valve\steam\steamapps\dygear@aol.com\half-life
So heres the images ...







The file that it makes is this ...
The Icon :
The Program :



And it exeacuded techtvlogo.gif

This is the SoF (Somthing optimes file).
And the code that is in NSISIdea.sof
[SFX]
Title=Title goes here.
MsgText=Hello to the NSIS team, hope you like this idea.
MsgType=0
Autorun=1
Runfile=TechTVLogo.gif
Params=
AskAutorun=1
SelfStarting=0
DestPath=HKCU\Software\Valve\Steam\ModInstallPath
DestSubPath=../
OvrType=0
HideOvrBox=0
SelectFile=0
ShowSuccessMsg=1
ExpandEnvVars=1
HideFileList=0
AllowCancel=1
Icon=