Masm

I'm just starting with masm, and I'm confused (already, ha). I run MASM.EXE test.asm and it creates test.obj. How do I turn this into test.exe? Thanks, hopefully I won't have any other idiotic questions :D .

Now you need to link (using a linker, duh) that object file along with all the libraries/objects it uses and then it will create an executable.

Sorry for the stupidity, but what program does that :D ?

I beleive gcc will to the trick with some flags turned on, though I can't remeber which ones.
The linker in GCC is ld (I think), but the name will change depending on your compiler.

http://win32assembly.online.fr/

That link will allow you to download a "masm package" with just about all you need to create full blown apps in masm

And the tutorials on the same site will show you how to use the tools

Look for a program called link.exe. It is your linker.

This question would probably have better responses at the MASM forum. :)