Although I am having lots of fun with XNA, I decided I would give a first quick look to monogame (the opensource alternative to XNA).
I used a fresh install (3.2) which adds template to vs2010, 2012 & 2013 : here.
I then picked up a previous XNA project (Pong) and changed the project referench from XNA assemblies to Monogame assemblies.
And voila, the build executed just fine and I could run my demo again with monogame 🙂
Next attempt will be to port a project written on windows for Ubuntu.
Also need to test what the dependencies are when distributing such an app compiled with monogame (not more xna runtime dependency I guess?).