You can do this by using noidmif in SMS 2003. Create a .mif file (using a text editor) and add the following lines.
Start Component
Name = "System Information" Start Group
Name = "Asset Numbers" ID = 1
Class = "AssetNumbers" Key = 1
Start Attribute
Name = "Computer Asset Number" ID = 1
Type = String(10)
Value = "YOUR ASSET NUMBER HERE" End Attribute
End Group
End Component
change "YOUR ASSET NUMBER HER" to your asset number. Save the file on the client computer under Windows\System32\CCM\Inventory\noidmif
Edit the properties of you Hardware Inventory Agent, enable "collect NOIDMIF files".
The next time hardware inventory is done on the client the database will be extended with your asset number information connected to the computer.
Depending on the number of clients you got, you have some work to do. You must edit the file and write the asset number for each and every one of them. But this should to the trick for you.