I know they’re trying to get things out the door, but really guys? Doesn’t seem too hard to do but apparently the SDK only lets you insert ads in Silverlight based apps. So that means that XNA (3D and many games) will not be able to be Microsoft ad based (so you’ll have to get your ads another route). Lots of Android apps go this way and you can choose the free ad-based version or the paid non-ad version and as an end user it’s a nice option. That also gunks up their Marketplace but that’s an aside. Anyway, for now if you want to use the MS ad SDK you need an application and not an XNA game. You can read the FAQ here.
via Roger Peters