How to Create Aggerate function in SQL Server 2008

My requirement is to create concatenate function so i am trying to create Aggerate function as shown

CREATE AGGREGATE [dbo].[Concatenate]
    (@value [NVARCHAR](MAX))
RETURNS[NVARCHAR](MAX)
EXTERNAL NAME [Test].[Test_SQL.Concatenate]
GO

EXEC sys.sp_addextendedproperty @name=N'SqlAssemblyFile', @value=N'Concatenate.vb' , @level0type=N'SCHEMA',@level0name=N'dbo', @level1type=N'AGGREGATE',@level1name=N'Concatenate'
GO

EXEC sys.sp_addextendedproperty @name=N'SqlAssemblyFileLine', @value=N'28' , @level0type=N'SCHEMA',@level0name=N'dbo', @level1type=N'AGGREGATE',@level1name=N'Concatenate'
GO

But it showing error as:

Assembly 'Test' was not found in the SQL catalog of database 'Test'.

How to create Assembly.