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How do I run NASM with XP?

Or is there just a nasm IDE I could use it with?

To run NASM:
Start > Run > 'cmd' ENTER
'nasm <command line arguments>' ENTER

Any particular problem you're having?

Edit: I do believe there is a NASM IDE being developed, as part of the new NASM packages. Somebody on this forum is doing it too, but I can't remember their name. My solution also requires your NASM to be in the PATH, which it probably won't be. Try also doing this:
'cd <path to nasm/source files/etc' ENTER