Hi!
Maybe you need to give him more parameters, to specify expected result.
For example i use linker ALINK, i feed him like this:
"alink -c -oPE -subsys windows myfile.obj"
Or maybe like this for segment: "[SECTION .text use32]", might help.
Its all about experimenting.
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EDIT: Maybe it cant find end of the .text segment, maybe it needs "ret" at the end of your code, like this:
use32
[section .text use32]
..start:
move ax,1
ret