Dan Waters published a series of 14 videos on his blog detailing how to build a 3D game, complete with audio, input, and character animation. Each of the videos details a different part of the project.
Find the details on http://blogs.msdn.com/dawate/archive/2008/02/05/building-a-3d-game-in-xna-from-scratch-free-video-tutorial-series-now-available.aspx.
PingBack from http://www.biosensorab.org/2008/02/14/how-to-get-started-with-xna/
Links don't work, files don't download and I doubt any of this hype exists.