Hi tamil,
I struggled a lot when writing Assembly for MCS-51 in Keil. I am fully aware of doing it in Avocet, Keil has many rules:

First try by using the following:
#pragma asm
asm codes
#pragma endasm

Be very particular about Case of letters: "ASM" is not the same as "asm".

I had done the follwoing:
In the "Option for Source Group1" -> "Properties" Tab:
the 2 check boxes, "Generate Assembler SRC File" and "Assemble SRC File" must be ON and not grey. These check boxes have 3 states: On(Black), Off (Blank) and default(Grey). Make it black (on).

After this compile your code, it must work.
I am using Keil Evaluation version, maybe you might find something similar in your Compiler IDE.

Happy programming,
Mr. Kiran V. Sutar.