It is confusing, and it takes a good deal of repetition to get comfortable with.
The <%= syntax is used for evaluating expressions whose returned values are intended to be included within HTML markup. For example:
<%= DateTime.Now.ToShortDateString() %>
This will include the current date in the HTML markup.
The <% is for inline statements, where you want to execute one or more commands at a specific point during the page rendering. I've used Html Helpers in the past by executing the helper method using <%. For example,
<% Html.TextBox("txtBox"); %>
Note that the statements used here have to be terminated with a semicolon in C# code.
EDIT: Removed erroneous details about Html helpers and void returns.