The process is the same for XNA on the XBox, Windows and Windows Phone 7, so that title was a teaser. Usually you should review one of the textbooks written for object oriented programming before hitting the http://www.Microsoft.com or http://msdn.microsoft.com/en-us/library/ms173156.aspx, which discusses the use of Interfaces (which is required for Interface).
What is Implementation? Classes that implement two interfaces that contain a member with the same signature, then implementing that member on the class will cause both interfaces to use that member as their implementation. To see how implementation works see the link:
I really should write some code, but this code works so head over to that site and work through the problem/solution.