Apparently, you have a very old copy of AoA that uses MASM, as AoA has
used HLA for quite some time now. Get the latest.
HLA is an awesome assembler --- I recommend it too --- my only
complaint is that it only supports 32-bit x86 but not 64-bit, which is
why I switched over to FASM.
I used MASM and TASM back in MS-DOS days, and I never figured out all
of those complicated directives, but I would always just cut-and-paste
them from other people's programs that worked. If you want to write MS-
DOS programs, A86 is the best (but it costs money) --- FASM and NASM
both support 16-bit programs and are free (I haven't tried using them
for this though).
I don't recommend messing around with 16-bit x86. Some people suggest
this as a learning exercise, mostly because there are several books
available on it (and that is the way all of the old-timers learned),
but I don't think that is a good idea --- you will get too bogged down
in learning all of the restrictions of the 16-bit x86 (registers that
can only be used for specific purposes) and learning how to use the
segment system, none of which is necessary for 32-bit or 64-bit
programming.