NSIS has a Name variable that you define in the script:
Name \"MyApp\"
It defines the name of the installer, that gets displayed as the win
Since NSISv3.0 this can be done with !getddlversion without using any third-party software:
!getdllversion "MyApp.exe" ver Name "MyName ${ver1}.${ver2}.${ver3}.${ver4}" OutFile "my_name_install_v.${ver1}.${ver2}.${ver3}.${ver4}.exe"