What program will you be using to play the NSFs once you're finished? And does it support NSFe?
If so, you can use Winamp + the NotSoFatso plugin to convert an NSF file to an NSFe file, and set the playlist to only play that one track:
Open the file in winamp, and open the file info window:
Click the convert to NSFe button:
Open your newly-saved file in winamp, reopen the file info window, and go to the playlist tab. Everything should be pretty self explanatory: select the track you want, add it to the playlist, and save the file.
You can also set track times, fadeout times, and song title tags with NSFes.