The complete re-write for this tutorial for the XNA 2.0 framework has been posted to my site at XNADevelopment.com. In this tutorial I cover all that you need to know to get started with the XNA framework and on your way to making your game.
I know I get a bit wordy, so I added a short little bulleted list to the tutorial, just for people that hate to read. (you know who you are!) So head on over and check out the tutorial, Getting Started with XNA development.
As always, feel free to leave me any feedback. I really appreciate your comments, they help keep me motivated and help me to continually improve my tutorial writing process.