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(nasm.info)Section 7.1.2

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7.1.2. Using the `bin' Format To Generate `.EXE' Files
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   The `.EXE' file format is simple enough that it's possible to build a
`.EXE' file by writing a pure-binary program and sticking a 32-byte
header on the front. This header is simple enough that it can be
generated using `DB' and `DW' commands by NASM itself, so that you can
use the `bin' output format to directly generate `.EXE' files.

   Included in the NASM archives, in the `misc' subdirectory, is a file
`exebin.mac' of macros. It defines three macros: `EXE_begin',
`EXE_stack' and `EXE_end'.

   To produce a `.EXE' file using this method, you should start by using
`%include' to load the `exebin.mac' macro package into your source
file. You should then issue the `EXE_begin' macro call (which takes no
arguments) to generate the file header data. Then write code as normal
for the `bin' format - you can use all three standard sections `.text',
`.data' and `.bss'. At the end of the file you should call the
`EXE_end' macro (again, no arguments), which defines some symbols to
mark section sizes, and these symbols are referred to in the header
code generated by `EXE_begin'.

   In this model, the code you end up writing starts at `0x100', just
like a `.COM' file - in fact, if you strip off the 32-byte header from
the resulting `.EXE' file, you will have a valid `.COM' program. All
the segment bases are the same, so you are limited to a 64K program,
again just like a `.COM' file. Note that an `ORG' directive is issued
by the `EXE_begin' macro, so you should not explicitly issue one of
your own.

   You can't directly refer to your segment base value, unfortunately,
since this would require a relocation in the header, and things would
get a lot more complicated. So you should get your segment base by
copying it out of `CS' instead.

   On entry to your `.EXE' file, `SS:SP' are already set up to point to
the top of a 2Kb stack. You can adjust the default stack size of 2Kb by
calling the `EXE_stack' macro. For example, to change the stack size of
your program to 64 bytes, you would call `EXE_stack 64'.

   A sample program which generates a `.EXE' file in this way is given
in the `test' subdirectory of the NASM archive, as `binexe.asm'.