Well, I don't think "dragging" files to nasmw.exe is going to work - never tried it, actually. You'll need to get to a command prompt, and type in a line appropriate to the output format you want - "nasmw -f win32 myfile.asm", or "nasmw -f obj myfile.asm", or "nasmw -f bin -o myfile.com myfile.asm", most likely (maybe "nasmw -f coff myfile.asm", if you're that nobody :)
Then, unless it's a .com file, you'll need to link the .obj file Nasm produces.
If you want to do all that as a "pointee-clickee" operation, look into NaGoA - a "rad IDE" for Nasm.
When you tell us it "doesn't work", it's helpful if you tell us exactly what you did, maybe what you expected to happen, and what actually *did* happen. "invalid combination of opcades and operands" is different from "smoke came out of the keyboard" :)
One last thought - notepad sometimes has ideas of its own about what name the file should have - you tell it "myfile.asm", and it saves it as "myfile.asm.txt", or some damn thing. Make sure that isn't happening (or tell Nasm the right name)! I think there's a way to make it quit that - dunno, I always used "edit.com" :)
Best,
Frank