I've also had background experiences at this game programming before, and it seems pretty interesting and worth to try too. Microsoft has an update already for XNA Game Studio for Vista compatibility issues:

XNA Game Studio Express

XNA Game Studio however, is not like other Game Engine which usually promoting more to the ideas of drag and drop. XNA requires you the knowledge of C# programming, and implementing Microsoft's XNA APIs.

Things to get started with XNA Development:
1. Visual C# Express - FREE (Visual Studio Express: Visual C# - Easy to Use)
2. XNA Game Studio Exress (XNA Game Studio Express)
3. DirectX SDK (Microsoft DirectX Downloads)

Once you're done installing them, the good thing is that, Microsoft is already providing you with the sample tutorial on how to get started with XNA Development. You can found this by going to HELP section on your XNA Game Studio Express.

To access it, click on the “Help” menu in Visual C# 2005 Express Edition and select “Contents”

- This will launch Help. In the sidebar, you will see a category titled “XNA”. Click on the “+” to expand the XNA category.

- Now you will see quite a few categories. The one you’ll be interested in to start with is the “Getting Started with XNA” category. Click on the “+” to expand the “Getting Started with XNA” category.

- This will expose quite a few getting started categories. We’ll start with the “Your First XNA Game” category. Click on the category to select the “Your First XNA Game” help topic.

- This will display a tutorial on the right side. This tutorial will walk you through creating you first game using XNA. By the end of the tutorial you will be able to draw a 2D sprite on the screen and move that sprite around on the screen.

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