DigiPen Institute of Technology, a company that started out 20 years ago in computer animation now teaches degree courses in Redmond Washington. They have also published a free 8 lesson course on programming games in C# from start to finish. This was written for Visual C# 2005 Express but should compile in the more recent Visual C# 2008 Express edition.
Each lesson comes with a downloadable PDF, some with an archive of executables and full source code and graphics. As you can see from the picture I gave it a quick test. I've added a link into the free downloadable E-Books library.