Research studies from various parts of the world indicate that university students find research methodology courses among the most difficult subjects to grasp. Students in Pakistan display similar attitudes towards learning of research. Those of us who teach research at the institutions of higher learning in Pakistan continuously hear students describe research as one of the most "difficult and dry" subject they have to study. Hence, we as teachers of research at these institutions keep looking for ways to increase students' interest in and academic achievement of research. In that spirit, we designed two assessment tasks for a research methodology course at Master's level and used them to assess the difference in learning. For one of the assignments assessment was summative with final official grade at the end of the semester while the other was put through formative assessment and no official final grade was assigned to it. The results of our study reinforce the centrality of assessment to the learning of students and indicate that students' put more efforts in learning a task that carries final grade. Although our results do not support the effectiveness of formative assessment we have raised concerns about the "dialogical" nature of feedback to students. Despite the fact that the context of our study is Pakistan, the implications of our research may be discussed in the larger context of teaching and learning of research especially in contexts where the medium of instruction is not local or national language.