Hi there! I learned MASM32 about 2 years ago and I can't stop writing programs with it yet! It's best to learn by trying things yourself, so you might want to start by installing and setting up the tools you will need. First, download the MASM32 compiler MASM32 and install it to C:\masm32. Then download RadASM and unzip it to C:\RadASM.
RadASM is an integrated development enviroment or IDE. An IDE makes it easier to pass parameters to the compiler and organizes your programming projects so you can develop applications faster and with less headache. After you have masm32 and RadASM installed, you might want to download a copy of the Windows API Documentation. Unzip the help file and put it into C:\RadASM\help. You can then open up radasm and go to help>win32 api, and the help file will open.
To get started with learning how to write a windows application in Masm32, you will want to read Iczelion's Win32 Assembly Tutorials and this RadASM tutorial. The RadASM tutorial is meant for people switiching from VisualBasic. If you get stuck on something, the best place to go is the Masm32 Forum. I find the people at that forum very mature and helpful!
Good Luck!!!!