If you are not familiar with XNA here is a few FAQ's to get you started.
1.) What is XNA?
XNA is a framework that is essentially a DirectX wrapper from microsoft that is focused on making games for the PC, XBOX360, and ZUNE.
2.) What languages are available with XNA?
Initially both C# and Visual Basic .NET could run XNA. Then during a few of the version changes, only C# could run XNA. On the final release of XNA 4.0 Refresh, Visual Basic .NET can run XNA again.
3.) Where can I get XNA?
XNA is available for download for free at XNA Creators Club
4.) Is there anything else I need to install XNA?
You will need a graphics card that supports, at minimum, Shader Model 1.1 and DirectX 9.0c. You will also need C# installed, regardless of if you want to only run XNA in Visual Basic .NET.
5.) I have installed XNA but I dont see where to run it?
You will need to open up Microsoft Visual Studios and create a new project in order to create a new game.
I will be adding more to this as I get time but that is the basics for now. If anyone has any additions to this please let me know(feel free to pm me) and I will gladly add them.