Installing the Windows Phone SDK
Originally developed as a separate product, XNA is now incorporated in the Windows Phone SDK. You can still develop games for Windows and the Xbox 360 using the tools installed by the Windows Phone SDK.
If you have an existing version of Visual Studio 2010 on your PC, the XNA Framework templates and tools will be integrated into that installation as well as the Visual Studio 2010 Express for Windows Phone installation that is part of the Windows Phone SDK, which we are going to install now.