There are quite a few samples for using the XNA networking API on this site:
http://creators.xna.com/education/catalog/?contenttype=0&devarea=19&sort=1. Keep in mind to use the networking, the player must have a full installation of XNA Game Studio (and, because it is a prerequisite, Visual Studio). The networking APIs are considered "developer only" currently and are not included in the redistributable. So if you want this to be a game you share with people, you might want to use a separate API. If your goal is to work on something that will work on Xbox 360, or will just be played by you and a couple of developer friends, the networking APIs are really nice.