For example, here is the section that creates a registry entry for associating the .leo extension with Leo. You would change the name "Leo" to the name of your application.
If you are going to use NSIS to create an installer for something other than a Python application, this .leo file still contains examples of several useful NSIS techniques, which can be easily referred to, since the script is documented in outline form in a Leo file.

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Text Author: Joe Orr
Copyright 2002 All Rights Reserved