Cosmos, thanks for that, it compiles now and I get to see the blue window, the thing now is that I cant see my model at all. I try zooming, and rotating the camera in case my model is too small or is way offset but nothing.
My test was:
1 joint, 1 poly cube, a point constraint between the joint (parent) and cube, and I animate the joint moving up and down.
I use the "bake complex animation" check, did what you said about modifying the Content Processor to "SkinnedModelProcessor", compiles ok, window comes up, no model.
If I instead of the point constraint use a Smooth Bind with the default fbx export (without the bake) the xna SkinningSample shows the animation perfectly.
Any ideas why I cant get to see my super simple constrained animation? Is there anything I'm missing?
Thanks for your help.