Download the free developer tools, Visual Studio Express with XNA here:
http://create.msdn.com/

(Yes, download the WIndows Phone SDK, it includes XNA for Windows, Xbox and Windows Phone)

Download the Simple XNA Demo Engine and start playing around!

Link to a shader tutorial for beginners:
https://digitalerr0r.wordpress.com/tutorials/

Feel free to contact me if you have any questions.

Use your skills and participate in the creative competitions!