I've not done it myself but you can put individual assembly language statements in your Arduino sketch; see the last messages in this thread: http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1212174920/29#29 and this one: http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1244421914/2#2
It looks like the general opinion is that if you really want to use assembly language you should forget the Arduino IDE and use the AVR-GCC compiler directly or download Atmel's own free IDE which is called AVR Studio.
Hopefully someone who has done some of this will chime in.
Andrew