As far as I know you can't which is really annoying as I'd like to the "tooltips" also.
I asked about a year or two ago but never got a response...
This can be done already. It would just require a small change in the NSIS source. CreateShortcut uses IShellLink which has a SetDescription method that actually sets the comment field.
Perhaps we can add this option to NSIS 2.x.