Help Understanding Batches

I am using SQL Server Express and Visual Studio 2005. I am new to batches and am trying to understand how they work. I am trying to write a query that creates an assembly and the functions that are contained in it. Here is my query:

USE ProductsDRM
GO

IF NOT EXISTS (SELECT 'True' FROM sys.assemblies WHERE name = 'ComputedColumnFunctions')
BEGIN
CREATE ASSEMBLY ComputedColumnFunctions
FROM 'C:WebsitesAssemblyTestStoredFunctionsStoredFunctionsinStoredFunctions.dll'
GO

CREATE FUNCTION fImageFileName
(
@ProductID int,
@ImageSizeCode nvarchar(4000)
)
RETURNS nvarchar(4000)
AS EXTERNAL NAME [ComputedColumnFunctions].[StoredFunctions.UserDefinedFunctions].ImageFileName
GO

CREATE FUNCTION fTestInt
(
@ProductID int
)
RETURNS int
AS EXTERNAL NAME [ComputedColumnFunctions].[StoredFunctions.UserDefinedFunctions].TestInt
GO

CREATE FUNCTION fTestInt2
(
@TestInt int
)
RETURNS int
AS EXTERNAL NAME [ComputedColumnFunctions].[StoredFunctions.UserDefinedFunctions].TestInt2
END
ELSE
BEGIN
PRINT 'The assembly named "ComputedColumnFunctions" already exists. No new assembly was created.'
END

GO

I read in a book about SQL Server 2005 about including a test for whether the object (such as assembly in this case) exists before trying to create it. If I only include the CREATE ASSEMBLY statement and the FROM line below it and delete the next GO down through the last CREATE FUNCTION (just before the END ELSE), it works fine. If I leave it as is, I get a runtime error on the GO line just after the CREATE ASSEMBLY statement. What am I doing wrong?