Thats actually when you use XNA. The XNA framework EULA has something with regards to any distribution of any game you write is owned by Microsoft. XNA also makes you distribute the source code (to xbox360 or PC), unless you pay some obscene amount.

That is how it was when it first came out. Whether its changed or not I'm not sure.

As long as you use C# and DirectX (not the XNA wrapper classes for DirectX), then you're in the clear.

chem