
in 2001 the NEAR probe, later named NEAR-Shoem
aker after Gene Shoemaker, reached the asteroid Eros. once they'd learned what they could, they actually landed the probe on Eros' surface. the gravity of Eros was enough to hold NEAR-Shoemaker, which would probably be a lot smaller than anything humans would ride in; the microgravity wouldn't be able to hold a human lander in all likelihood. any such 'landing' might include tethering the craft to the asteroid.
from Astronomy Picture of the Day (APOD): http://apod.nasa.gov/apod/ap010213.html
About NASA
Read the Article at HuffingtonPost