You need notepad ++ and brains. In general, open the file NMS.exe (Make a backup of this file first) with notepad ++ press ctrl + F and look for the following:

	"SOFTWARE\Microsoft\Cryptography" (without quotes) 
	
and on the right side of this you will see "Explorer" (obviously without quotes). 
Change this to any letters or numbers of your nickname, but so that it would consist strictly of 8 characters. 
That is, if your nickname is Petya, then after the word Petya you need to put 3 more "spaces", like this - "Petya   "(naturally without quotes).
If your nickname is more than 8 characters long, you're out of luck.
After that, save the file and go into the game enjoying YOUR nickname instead of Explorer.