[Khao]

You should clean your code a little ionman :P
I specially like this part or 99% useless code :

 Color background = Color.Gray;

            switch (this.multiplayerRole)
            {
                case MultiplayerRole.None:
                    background = Color.Black;
                    break;
                case MultiplayerRole.Server:
                    background = Color.Black ;
                    break;
                case MultiplayerRole.Client:
                    background = Color.Black;
                    break;
            }

            graphics.GraphicsDevice.Clear(background);

Could be only graphics.GraphicsDevice.Clear(Color.Black);
update :
VERY IMPORTANT FIND!:
When the wireless is turned off in the zune parameters, a NetworkException is created on this code :

AvailableNetworkSessionCollection availableSessions = NetworkSession.EndFind(result);
(line 173)

You need to add a try{} catch{} in case the wireless is turned off on the Zune!
I though it would turn on the wireless in case a game requests a network connection but it doesn't seem like it, also I believe you cannot turn it on with the XNA framework!