Damian Meher the developer behind BeebMC has created two screencast on how to create Media Center applications. Part 1 looks at the tools used for Media Center development and starting a new project and part 2 looks at using a template to create a BeebMC type application
He does a good job explaining the structure of the projects and the files and delves in to some C# code. There is some good detail in the video and if your looking at developing a Windows Media Center application then you should watch both videos
Watch Part 1 and Part 2