So i started following these tutorials. As i have previous programming experience in other languages, i wanted to experiment a little so i tried to make a main menu in different class than the game but i dont really have idea how to connect the menu class to the main class.

Here is my code:

For main class:

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.Xna.Framework;
using Microsoft.Xna.Framework.Audio;
using Microsoft.Xna.Framework.Content;
using Microsoft.Xna.Framework.GamerServices;
using Microsoft.Xna.Framework.Graphics;
using Microsoft.Xna.Framework.Input;
using Microsoft.Xna.Framework.Media;

namespace PowerGame
{
	/// <summary>
	/// This is the main type for your game
	/// </summary>
	public class PowerGame : Microsoft.Xna.Framework.Game
	{
		enum GameState
		{
			//which states we which to have
			MainMenu, Instructions, PlayGame
		}

		GraphicsDeviceManager graphics;
		SpriteBatch spriteBatch;

		MainMenu mainMenu;

		private Texture2D cursor_arrow;
		private Texture2D cursor_finger;

		public PowerGame()
		{
			graphics = new GraphicsDeviceManager(this);
			graphics.PreferredBackBufferWidth = 640;
			graphics.PreferredBackBufferHeight = 480;
			graphics.ApplyChanges();
			Content.RootDirectory = "Content";

			mainMenu = new MainMenu();
		}

		/// <summary>
		/// Allows the game to perform any initialization it needs to before starting to run.
		/// This is where it can query for any required services and load any non-graphic
		/// related content.  Calling base.Initialize will enumerate through any components
		/// and initialize them as well.
		/// </summary>
		protected override void Initialize()
		{
			// TODO: Add your initialization logic here
			base.Initialize();
		}

		/// <summary>
		/// LoadContent will be called once per game and is the place to load
		/// all of your content.
		/// </summary>
		protected override void LoadContent()
		{
			// Create a new SpriteBatch, which can be used to draw textures.
			spriteBatch = new SpriteBatch(GraphicsDevice);

			// TODO: use this.Content to load your game content here
			cursor_arrow = this.Content.Load<Texture2D>("guicursor_arrow");
			cursor_finger = this.Content.Load<Texture2D>("guicursor_hand");
		}

		/// <summary>
		/// UnloadContent will be called once per game and is the place to unload
		/// all content.
		/// </summary>
		protected override void UnloadContent()
		{
			// TODO: Unload any non ContentManager content here
		}

		/// <summary>
		/// Allows the game to run logic such as updating the world,
		/// checking for collisions, gathering input, and playing audio.
		/// </summary>
		/// <param name="gameTime">Provides a snapshot of timing values.</param>
		protected override void Update(GameTime gameTime)
		{
			// TODO: Add your update logic here

			base.Update(gameTime);
		}

		/// <summary>
		/// This is called when the game should draw itself.
		/// </summary>
		/// <param name="gameTime">Provides a snapshot of timing values.</param>
		protected override void Draw(GameTime gameTime)
		{
			GraphicsDevice.Clear(Color.CornflowerBlue);
			MouseState current_mouse = Mouse.GetState();
			Vector2 mousePos = new Vector2(current_mouse.X, current_mouse.Y);

			// TODO: Add your drawing code here
			spriteBatch.Begin();
			spriteBatch.Draw(cursor_arrow, mousePos, Color.White);
			spriteBatch.End();

			base.Draw(gameTime);
		}
	}
}

For menu class:

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using Microsoft.Xna.Framework;
using Microsoft.Xna.Framework.Audio;
using Microsoft.Xna.Framework.Content;
using Microsoft.Xna.Framework.GamerServices;
using Microsoft.Xna.Framework.Graphics;
using Microsoft.Xna.Framework.Input;
using Microsoft.Xna.Framework.Media;

namespace PowerGame
{
	public class MainMenu : Microsoft.Xna.Framework.Game
	{
		

		public MainMenu()
		{
			
		}

		protected override void LoadContent()
		{
			
		}

		protected override void Update(GameTime gameTime)
		{

			base.Update(gameTime);
		}

		protected override void Draw(GameTime gameTime)
		{
			

			base.Draw(gameTime);
		}
	}
}

The game should start in the main menu first.

you want to look at some gamestate tutorials:

http://xbox.create.msdn.com/en-US/education/catalog/sample/game_state_management

http://joebentleyonemansportfolio.wordpress.com/2012/10/04/enumgamestate-tutorial-xna/

Looks like i have to put all drawing code in one Draw function.

Hello Mike

To use main menu as a different class, there are multiple approaches. Easier one is to make your own base game screen class, something like this:

public abstract class GameScreen
{
    public GameScreen() { }

    public virtual void LoadContent() { }

    public virtual void UnloadContent() { }

    public virtual void HandleInput() { }

    public virtual void Update() { }

    public virtual void Draw() { }
}

Then you just keep a list of those gamescreens and manage them manually inside your Game class, invoking required methods on required places.

Other way is to use XNA's components which will do that instead of you. Each game state (like main menu) is a separate class which inherits Microsoft.Xna.Framework.DrawableGameComponent class which has a form similar to the Game class. Then you just register and unregister components where needed, for example:

public class Game1: Microsoft.Xna.Framework.Game
{
    // code

    protected override void Initialize()
    {
        MainMenu main = new MainMenu(this);
        Components.Add(main);
    }

    // code
}

Once you register the component, game itself will run Initialize(), LoadContent() and other methods of the specific component when required. When you need to "turn off" specific component, you just remove it from Components list using Components.Remove(IGameComponent component) method.

Hope that helps.