Nelsen admitted he is not worried the 26-year-old, who Rovers signed for £3.8million, could become a target for other clubs.
"That's what you have to fight all the time because Blackburn players do generally well," said Nelsen.
"Our manager brings players in on the cheap and they do exceptionally well.
"But it's a great club to play for and if you talk to a lot of players who've left Blackburn they probably regret it."
Following the weekend game with Manchester United at Ewood Park, Nelsen accepts qualifying for the Uefa Cup via the Intertoto competition is now out of their hands.
"The next three games are now so important. It means the season won't die out and we need to get three wins. So it's just another goal to go for," he added.