I want to compile an assembly program in NASM using MS visual studio 2010.
What do you mean compile a NASM program with VS.? A NASM program is compiled through the Netwide Assembler usualy through cmd. VS. does not compile NASM programs.
Would this be a good point to mention that one usually speaks of 'assembling' an assembly language program, rather than 'compiling'?
As for Visual Studio, while it is true that VS 2010 can be used as an IDE for toolchains other than the ones which come with it, there is no specific support for the Netwide Assembler dialect of x86 assembly language (which differs from Microsoft's Macro Assembler in significant ways), so using it wouldn't gain you much... though apparently you aren't the only one out there looking to use VS2010 and NASM, as this code highlighting plug-in shows. You may want to look at this tutorial for how to set up assembling and linking through VS2010.
Still, I wouldn't really recommend it; you could use Notepad++ or a similar highlighting editor and assemble on the command line, and probably learn more doing so.