First start off with downloading Visual C# 2005 Express Edition, afterwards you will need to apply SP1 for Visual Studio Express Edition (Rather strange that you can't use Visual Studio 2005 Professional - fortunately you can just install the different versions side by side. ) Once you have installed VS2005, you will need to download XNA Game Studio Express 1.0 Refresh. Update: I just learned that version 2.0 of XNA will be available end 2007 - that version will support all versions ov Visual Studio - For more info see Announcing XNA Game Studio
All tools are free of charge but when you want to debug and/or play games on your XBox 360 you will need a XNA creators club subscription . Steps you will need to go through to get the thing running:
- Purchase a subscription to XNA Creators club from XBox Live as described in XNA Game Studio has been Released!
- Add your XBox 360 console to the list of consoles available for deployment in XNA Games studio Express
- Connect your XBox console with XNA Game Studio Express
Happy XNA-ing ...