As far as I am aware....
If you live in a non supported country I believe you can still download the XNA framework and tools, which is all you need to begin PC games programming. Which is completely free.
However I don't believe you will be able to do any Xbox 360 testing or releases. If you did want to do something for the Xbox 360 though maybe you could check the Help Wanted/Offered forum and maybe offer to write some classes(or do some art if your that way inclined), for a developer who is currently based in one of the supported countries.
Obviously if your wanting a cut of the profits from the developer or some form of payment it may get tricky, and I won't go into that because i'm not knoledgeable about that sort of thing.
If you just want to do it for the fun of it, and to be proud that you've released something on a mainstream console, i'm sure theres someone out there who'd be glad to have you helping out on a small project of some kind.
Good Luck!