If you want to develop games for Windows, Zune, and the XBOX 360, download the latest XNA Game Developer Studio 3.0 CTP.
Per the download description:
“This release represents the Community Technology Preview of Microsoft XNA Game Studio 3.0, which enables hobbyists, academics, and independent game developers to easily create video games for Windows and the Microsoft Zune digital media player using optimized cross-platform gaming libraries based on .NET.
Targeting the Xbox 360 console is not supported in this CTP release. It will be supported in the final release version.
This CTP release of the 3.0 version contains support for the Visual Studio 2008 family of products and for developing games that run on the Microsoft Zune digital media player. In addition, there are enhancements to the XNA Framework API for media support and sound effects.”
Download it here.