In TeXnicCenter you can add a new profile for compiling with a nomenclature.
Press alt+F7 to open the dialog windows for the profiles. Choose your standard profile, copy it with the button copy and give it a new name, like "LaTeX-PDF-nomencl".
Now check that you have clicked on register "(La)TeX". In the last line you can add your arguments to be given to
makeindex: your arguments (see your command above) "filename.nlo -s nomencl.ist -o filename.nls" translate to ""%tm.nlo" -g –s nomencl.ist -o “%tm.nls" then TeXnicCenter can work with it.
I have only a german version of TeXnicCenter here but I guess a screenshot will help you.
Don't forget to check the log file for errors or warnings for your nomenclature.
A little bit late this answer, but I hope it can help you.