Since I have just recently started coding in C# and finished a small snake game with XNA. I wondering what would be the best 'thing'. I call it thing as I just started using C# so I am unaware of the proper name. I know js/php 'thing's are called libraries.

I am thinking about making an endless runner with multiplayer capabilities so everyone can provide feedback on what I should use for the multiplayer part. I am unsure if XNA has built in multiplayer stuff or not.

I have seen several different multiplayer technique's such as lock-stepping? So what would be the best approach to use for such a game?

Modules that you add to your program are almost always called "libraries," no matter what the programming language.
The most commonly recommended C# networking library for games is Lidgren networking.

Thank's hplus0603. I'll take a look into it -_-

Do I have to configure port fowarding and all that if I plan on runing a server written with that library on my computer?

Whether you need to configure port forwarding (or use an external NAT punch-through service) depends entirely on the network configuration where your server computer is located, and depends not at all on what language/library you use for networking.

I know. I ask this because the game I'm planing is not real time. It's turn based. And I was trying to use XMPP to implement the communication (using S22.Xmpp library). Everything was working fine and then I came across a bug. I can't find the line, and I thought maybe using a different form of underlying communication would be a good way to exclude XMPP and S22.Xmpp from the suspects list.

I tryed using a uPnP library and just plain sockets before moving to XMPP but uPnP doesn't always work. I think it depends on the router, and even if the router supports uPnP it is not as strait forward as it should.