Heh, I get you're not from the days of DOS, right? That message means that the thing you typed (expecting to call the assembler) was not recognized as a valid command, and that no program was found in the location you specified.
You could do what Celius said, but that way you won't be able to see any error messages that the assembler may report back, making it impossible for you to identify any problems with your code. An easy solution is to place all the stuff (the assembler and the file with your code) in the same folder. Then, create a text file (with notepad or whatever) in that same folder, called "assemble.bat" (make sure the name ends in BAT, don't let notepad add a TXT to the end of it!), and type the following in it:
Code:
nesasm code.asm
pause
I'm assuming that the assembler is called "nesasm.exe" and that your program is in a file called "code.asm", change those to your actual filenames. Anyway, when you double click this .bat file, it will have nesasm assemble the game, and the "pause" command will prevent the prompt window from disappearing right away (you have to press a key before it goes away). That will allow you to read any messages that the assembler might have for you.