Build the next generation of games for Windows and Xbox 360. XNA Game Studio Express 2.0 includes the ability to create online, cross-platform multiplayer games for Xbox 360 and Windows using Xbox LIVE and Games for Windows – LIVE, respectively. XNA Game Studio 2.0 adds more than 15 new features. LINK
Already have a version for linux video on youtube with name
xna game studio no linux channel lucianofcosta
Ah ok interesting..
http://www.youtube.com/watch?v=3SPw6x48JO4
..but only in portoguese language.
Basically if i understood correctly, this video shows how to make games using Xna studio on Linux..