Like I said in a previous blog: The tutorial on http://create.msdn.com/gamedevelopment may be the best tutorial ever on game design. Really. If you disagree let me know where the better beginning tutorial is located. After reading the entry, I found a couple of things that could be confusing. There a couple of things, items that you might find confusing.
Creating a player tutorial is somewhat short, and useful, so I am looking at the link:
In case you missed the download for the phone, use this link, this is on the first page:
If you get an error during your build from an extracted file that looks like:
Error 3 Could not load the assembly file:///C:\Users\yourname\Documents\Visual Studio 2010\Windows Phone 7\filename. This assembly may have been downloaded from the Web. If an assembly has been downloaded from the Web, it is flagged by Windows as being a Web file, even if it resides on the local computer. This may prevent it from being used in your project. You can change this designation by changing the file properties. Only unblock assemblies that you trust. See http://go.microsoft.com/fwlink/?LinkId=179545 for more information.
The usual fix is the following, there might be other reasons, but check this first:
When you download the zip, unblock it, in some security configurations this will cause use issues (once you click the Unblock and select OK, the button disappears).