Before the RTM bits of the Windows Phone 7 developer tools, all XNA applications showed up under the Games Hub. This was a bit confusing because most people were looking under the apps menu to find their apps. The simple solutions was top change the WMAppManifest.xml file. In the RTM bits by default, XNA applications show up under the apps menu. To make is show up under the Games Hub, you need to change the Genre=”Apps.Normal” to Genre="Apps.Games". Same is true for Silverlight applications.
<App xmlns="" ProductID="{5fd94d91-c790-4c64-bd9e-950d683544e5}" Title="WindowsPhoneGame2" RuntimeType="XNA" Version="1.0.0.0" Genre="Apps.Normal" Author="" Description="" Publisher="">
Hope this helps.