Difference between NSH and NSI extensions

Is there a difference between using NSI or NSH extenltion for script? I observed that if I include a script.nsh that create a shortcut with a specific icon, the icon is not used but if I include a script.nsi with the same code it works well. Why ?

Well, from what I gathered, *.nsi is an installer script whereas *.nsh is an installer header file.

Goldy is correct. I'd like to add that they're not treated differently by the compiler.