Our buddy Michael Klucher writes an insightful article on how your Zune works while you're running a community-created XNA game (more on those games here). Specifically, Michael answers questions about how the rebooting works when you finish playing one of the XNA games. Happy reading!
And if you haven't yet installed a community-created game built using XNA, check out this thread on 'rama. It's chock-full of instructions, how-tos and more.
