It is not difficult to do. Here's how :
Open your assembly. Expand the first part in the feature tree and click Edit Material - unless you see the appropriate one in the dropdown list, in which case you can select it there and skip the next step.
Right click on Material .
Select your material and click Apply. Here I've chosen Plain Carbon Steel. Close the Material dialog box. Repeat for all parts in the assembly.
Click Rebuild, just to be on the safe side.
Select Tools-->Mass Properties...
Your mass will be shown here.
Clicking Options in the Mass Properties dialog window will open the Options window. Select Use custom settings if you wish to change units, precision, etc.