This section is fine.
Which part do you need help with? If you know C# it's laid out very logically. Essentially, you don't really need to care about how it works, but how you can make use of it.
With GSM you break up all of your game into "screens". For example, you usually have a main menu screen, a game screen, and a pause screen. These are included with GSM. If you need more screens then you can easily create your own by creating a new class file, having it inherit from GameScreen, and overriding it's LoadContent, Update and Draw methods. If you've only used the default game template in XNA, think of each "screen" as your own little self-contained Game that you can use for anything.
Also, nice signature. ;-)
"No programmer can pick up a TV remote without thinking what it would take to add a stun gun. [...] Their motto is 'if it ain't broke, it doesn't have enough features yet'" - Scott Adams,
The Dilbert PrincipleThe signature that was too big for the 512 char limit