For the sake of completion, this is the full code I used to change the logo (using Anders method) and the executable icon (using CharlesB method). Also included MUI2.nsh as mentioned by Yuri Korolov.
!include "MUI2.nsh"
!define MUI_ICON "path\to\icon.ico"
!define MUI_HEADERIMAGE
!define MUI_HEADERIMAGE_BITMAP "path\to\InstallerLogo.bmp"
!define MUI_HEADERIMAGE_RIGHT