I guess games are a business.  To get started with really rapid prototyping you will need to install the Expression Ultimate studio 4 (for business you would only need this one) and for games you will need to also add Expression Blend 3 and then either install the Windows Phone SDK or reinstall it after you install Expression Blend 3.

Here are the best places to download this (since as usual there are a bunch of locations):

Why Microsoft Expression Blend 3?  You need this to use FarSeer Physics engine, if you are building business related projects, then you don’t need this, but if you aren’t sure, it isn’t that big on the hard drive.

For prototyping games you will find Powerpoint useful.  I will show how to use PowerPoint for prototyping in a later blog post.