Go to http://asstoredprocedures.codeplex.com/releases and download the ASSP 2012 assembly (the zip file, not the XMLA file). Unzip that file, unblock the DLL as described here:
Then copy the DLL to a shared drive like \\servername\sharename\ASSP.dll
Map \\servername\sharename as the P: drive.
Open Management Studio 2012 not with "Run as Administrator" (so it will be able to see the P drive). Register the ASSP assembly from the P: drive. You will get the error "Clr Assembly must have main file specified". The same happens if you try to register it from \\servername\sharename\ASSP.dll.
Incidentally, the same error happens if you don't unblock the DLL.
I think what's happening under the covers is that the Microsoft.AnalysisServices.ClrAssembly class is swallowing an error and not reporting it. If when it loads the DLL it doesn't successfully find any files, it needs to report the error that prevented it from finding any files rather than continuing on. If it continues on, it sends XMLA to the server that doesn't specify any <File> nodes, and the server gives the "Clr Assembly must have main file specified error" error. It shouldn't get as far as sending the XMLA to the server, in my opinion. It should provide a more helpful error message before then.
More background here: