Why don't you include the _MDR.img file in your NSIS installer (the .nsi example file in the Map Making Tutorials Part 9)
When I create a map using cpreview and cgpsmapper, CGPSmapper generates this _MDR.img file and includes it in the registry file
When I create a map using cpreview and cgpsmapper, CGPSmapper generates this _MDR.img file and includes it in the registry file