Hi!
I'm new to this forum and also a total beginner in microcontrollers.
I purchased an Arduino Duemilanove because I need to learn assembly programming. So my question is: Is it possible to program this Arduino with tools like AVR Studio or maybe VMlab?
Thank you! 
See this thread:-
http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1212174920;start=all
So I can just use the .hex files from AVR Studio?
Yes. If you get an Atmel AVR Dragon you can debug and program the chip using AVR Studio, via the 6-way connector on the Duemilanove.
Ok, thanks!
You'll be seeing me here a LOT, after I get my Arduino.
Got it, neat little board.
On to the next question: I understood, that I need avrdude for uploading the hex files. Is this correct?
So the only tools I would need are avrdude for uploading and AVR Studio for programming in assembly?
Thanks. And sorry for maybe stupid questions. 
Yes. If you get an Atmel AVR Dragon you can debug and program the chip using AVR Studio, via the 6-way connector on the Duemilanove.
You could use an AVR ISPMKII instead of the Dragon.
Don
You'll be seeing me here a LOT, after I get my Arduino.
You may be so far out on the bell curve that you do not get a lot of help. Programming in assembler using AVRStudio and uploading using separate AVRISP/Dragon Hardware is not "typical Arduino Development." Have you seen "avrfreaks.net" ?
I understood, that I need avrdude for uploading the hex files.
AVR Studio includes the equivalent of AVRDude, for certain programmers. AVRdude has wider support for 3rd party programmers and non-windows operating systems, but you might not need it.
It is possible to program in assembler within the Arduino system, using the inline assembler capability of the C compiler. It's probably not recommended (it's ugly, and has a different syntax than the standard AVR assembler.) See http://www.arduino.cc/cgi-bin/yabb2/YaBB.pl?num=1257722764