New to Assembler.

I want to get into assembly.
So I bought a book. Searched for some tutorials.
But all I need now is a Compiler.
And since I love to have a IDE I found WinAsm. (http://www.winasm.net)
Well, but I still cant compile anything in Assembler. :(
My question is. How to Compile Asm? I know that this is a VERY idioitic question but I cant find a good Compiler or IDE.
I love to use the same Compiler or IDE on my Linux Computer but I think thats hard to find such a program.

Anyhow, what program to use?

I recommend MASM (Macro assembler).

or NASM (Netwide assembler)

For a good IDE look into RadASM