Ahhh... Last version of Windows I ran was 98... Things have changed a lot since then! Some instructions here that may help you:
http://project-fbin.890m.com/wrkspace.htmAs an alternative, you could install RadAsm... or NaGoA... IDE's that will give you "something to click on" and will run Nasm for you from there... The NasmX project installs from an executable, and may set things up for you:
http://www.asmcommunity.net/projects/nasmx/Nasm doesn't really require much setup... It expects to be run from a command prompt - the file to assemble and the output format (at least) are given on the command line. Nasm (and you probably want ndisasm, too) need to be on the path. If you can figure out how to do those two things, you should be ready to go. You might also want to set the "NASMENV" environment variable with some default options - search path for include files or something - but that's optional. If you can't figure those two things out... ask Microsoft, I guess. :)
I sympathize with your frustration in wanting to "get going". Once you get "hello world" assembling, it gets easier... or the problems get more interesting, at least... :)
Best,
Frank