With regards to a map editor, without a method of sharing maps, I'm not sure there is much point in going through the work of making one without the ability to share them.
while it's doable, I think I'll wait until the point where the website is ready to accept map uploads. Of course, if you really want to make maps, drop me a pm, and I'll send you the source(map editor + map editor source included)(I'll write up a little tutorial as well, I suppose, though most of the tutorial is already available. I only made a couple formatting changes)
I'm pretty sure that xna can't save outside of its own folder/would be *really* surprised if it can.
In other news, I just recompiled/uploaded a new version, done on a computer which I don't think has xna 4.0 -->the thumbnail should work for everyone now.