Sorry for the long wait, ran into some trouble writing the code, but got it working.
Just a warning, this is one way of doing it, there are lots of different ways (and probably better ways then this) to approach the same problem.
Also if there is anything in the tutorial which is wrong or confusing, please tell me and i'll try my best to fix it up.
Part 2: Creating a new ProjectOpen up your Visual C# Express (or Visual Studio).
Click 'File' -> 'New' - > 'Project'
Open up the C# menu on the list and select 'XNA Game Studio 3"
'Windows Game' is the one we want for now, so go ahead and select that.
Give you project a name, then click 'OK'
Making Games with Microsoft XNA Game Studio
You will get the basic code for an XNA game, if you have a look at your solutions explorer you will see a list of parts in your project.
Making Games with Microsoft XNA Game Studio
'Game1.cs' is the main file that will contain your c# code, later we will add additional classes.
'Program.cs' runs your game class, don't need to worry about this.
'Content' is a folder that will contain art assets for you game, things like pictures etc.
Part 3: Adding contentNow we'll add some pictures for the game, I've attached a zip file called pictures, however feel free to make your own, they'll probably be much better then mine.
Unzip the pictures, then in Visual Studio, right click on the 'Content' folder and click add. Browse to where to unzip the pictures to and select them. The pictures will be copies to your project.
Now select one of the pictures under the content folder, it's properties will be show in the properties window (usually in the bottom-right).
Left Click the plus sign next to the word 'Content Processor'
I made the background of the pictures black, The 'Color Key Color' value will change whatever colour it is set to to transparent. In this case open up the 'Color Key Color' by clicking on the plus sign, then type '0' in the R, G and B field to indicate black.
Making Games with Microsoft XNA Game Studio
Part 4 will be coming soon