XNA4Primitives3DOrientation
CreateFromYawPitchRoll – rotations in local coordinate system
CreateRotationX/Y/Z multiplication – rotations in world coordinate system

Matrix R1, R2, Rx, Ry, Rz;
Ry = Matrix.CreateRotationY(MathHelper.ToRadians(60.0));
Rx = Matrix.CreateRotationX(MathHelper.ToRadians(30.0));
Rz = Matrix.CreateRotationZ(MathHelper.ToRadians(45.0));
R1 = Ry * Rx * Rz;
R2 = Matrix.CreateFromYawPitchRoll(MathHelper.ToRadians(60.0),
      MathHelper.ToRadians(30.0),
      MathHelper.ToRadians(45));
R1 != R2
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