; http://www.youtube.com/watch?v=83DZHtjd6QM


ORG 100h        ; 100h is a general purpose place in memory where the program will be loaded
USE16           ; use 16 bit memory

        ; Intel syntax-  ah and dx are registers dx data register
        mov ah, 09      ; 09 is the equivalent dos print string function
        mov dx, msg     ; msg is a variable

        int 21h         ; int is interup it stops everything even at the cpu level to run this
        mov ah, 01      ; 01 is the wait key function of dos
        int 21h
        mov ah, 4ch     ; 4ch returns control to the operating system
        int 21h

        ; define the variable msg db stands for define bites
        msg db 'Hellow World!', 0AH, '$' ; 0AH dos is a line feed and $ is the line terminated char
                                          
    

format PE CONSOLE 4.0 ;4.0 = WinNT+
include 'win32ax.inc' ;standard include.
.data
message db "Hello, World!",0
sizeof.message = $ - message
wbytes dd ?
.code
start:
invoke WriteFile, STD_OUTPUT_HANDLE, "Hello World!", 12, 0, wbytes
ret
.end start    

It's DOS related problem.
You have to press any key to close the window.
if you want EXE, here it is, but will confuse you I guess.

Code:

format PE CONSOLE 4.0 ;4.0 = WinNT+
include 'win32ax.inc' ;standard include.
.data
message db "Hello, World!",0
sizeof.message = $ - message
wbytes dd ?
.code
start:
invoke WriteFile, STD_OUTPUT_HANDLE, "Hello World!", 12, 0, wbytes
ret
.end start    

format PE CONSOLE 4.0 ;4.0 = we wanna console app and above WinNT systems should run this.
include 'win32ax.inc' ;include file, which includes some additional stuff like macros, equotes, etc..
.data ;this is just macro for "section '.data' data readable writeable
message db "Hello, World!",0 ;this is our message, including null-terminator (but we actually don't need it.)
sizeof.message = $ - message ;$ means current location, whenever we subtract previous value to current location, we get size of string, easy though.
wbytes dd ? ;define DWORD value for WriteFile API. http://msdn.microsoft.com/en-us/library/windows/desktop/aa365747(v=vs.85).aspx
.code ;another macro for "section '.text' code readable executable
start: ;execution will start from here.
invoke WriteFile, STD_OUTPUT_HANDLE, message, sizeof.message, 0, wbytes ;invoke macro which is included in win32a/x.inc it's similar as push wbytes, push 0, push sizeof.message, push message, push STD_OUTPUT_HANDLE, call [WriteFile]
ret ;exit our procedure 
.end start ;macro for entry label (at this point, it will be start. tells compiler where execution should begin first, it's an AddressOfEntryPoint.)
    

Assembly teaches you more in terms of computer programming.

The most fundamental thing to learn is data structuring, addressing and access. These have to do with some of the most vital parts of a programs execution, like the STACK and or calling conventions.

One you get a grasp of that, you're good to go.

The documentation has pretty much everything you need.

Start with these:
http://flatassembler.net/docs.php?article=manual
http://flatassembler.net/docs.php?article=win32