Creating and Playing Sounds
http://msdn.microsoft.com/en-us/library/bb195038(v=xnagamestudio.40).aspx

Playing a Sound (using SoundEffect)
http://msdn.microsoft.com/en-us/library/bb195053(v=xnagamestudio.40).aspx

Looping a Sound
http://msdn.microsoft.com/en-us/library/dd940203(v=xnagamestudio.40).aspx

Adjusting Pitch and Volume of a Sound
http://msdn.microsoft.com/en-us/library/dd940201(v=xnagamestudio.40).aspx

Playing a Song (using MediaPlayer)
http://msdn.microsoft.com/en-us/library/dd231914(v=xnagamestudio.40).aspx

Using XACT
http://msdn.microsoft.com/en-us/library/ff827590(v=xnagamestudio.40).aspx