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 from microsoft that is focused on making games for the PC, XBOX360, and ZUNE.

2.) What languages are available with XNA?
The main focus of XNA is C#. I believe you can use other languages such as VB but it is not fully supported at this time.

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 to have Microsoft Visual C# 2008 Express Edition installed because XNA is an addon to it.

5.) I have installed XNA but I dont see where to run it?
You will need to open up Microsoft Visual C# 2008 Express Edition in order to create a new game. Once it is open when you go to create a new project you will see the option to create a windows game, 360 game, or a zune 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.