Computers, Xboxes, C#, XNA, and You
Chapter 1 serves as an introduction to the book and tells you how to get XNA Game Studio 2.0 running on your PC. It also shows you how to connect your Xbox 360 to your PC and compile and run your first ever XNA program.
You can download the entire chapter in pdf form here.
You can download the sample code for the chapter from here.