I have been searching around and everyone provides just a simple answer
Right-click the project, Custom Build Rules, tick \"Microsoft Macro Assembler\
I had to right-click the .asm file first. MASM appeared in this context menu. After doing this, it appeared in the project's context menu as well. Seems like a issue with VS2015. Also, I am working on Windows 10 64-bit.
In order to get the 64-bit versions to compile, I had to set the Entry Point option for the linker to main and I also had to set the LARGEADDRESSAWARE:NO option as well.
This option can be found in VS2013 Pro under
Configuration Properties->Linker->System->Enable Large Addresses
Choose "No" in the drop-down.