I was having trouble converting my *.nlo file to *.nls because I am also using miktex on windows. It was not mentioned in users guide how to do this on windows. But thanks to this post, I have been able to do the same.
THnaks again
Document Classes ⇒ Nomencl and Appendix page number query
NEW: TikZ book now 40% off at Amazon.com for a short time.