No problem.
First, XNA is NOT a language. It is a framework that Microsoft created to allow programmers to develop games that run on Windows as well as the Xbox 360, the language specific to XNA is C#.
The rest of your questions I am going to group into one response. All of the things that you inquired about here are very specific sections of programming and, someone may correct me, you are going to be hard pressed to find a college that offers a program that is going to encompass all of these points. (I don't even think Trade schools offer a Video Game/Website design program because they are at opposite ends of the specturm).
However, a multimedia type program is something that is becoming more common place in schools where students learn Web Page design, how to use Photoshop, Dreamweaver, etc but I doubt you will get much exposure to the programming side of things. More I think these programs are designed for people who want to become designers and people involved with the presentation layer of web development.
Software engineering is most closely associated with a Computer Science degree but, i should probably stress, unless you go to a specialized school you probably will NOT get much hands on training with programming. (My CS course only required me to take 1 language class) College is alot of theory and will not necessarily "teach" you how to program but knowing the theory behind everything is invaluable.
All that said, I learned how to program from, quite literally, breaking things. I would write something, it would throw and error, debug, recompile, run, repeat. Books are an invaluable wealth of knowledge and you can learn almost anything from them and that is where i learned alot of the stuff that I know.
Unfortunately, I can't give you any links on books about software engineering or the design side of things.
In so far as XHTML goes, this book should be a good place for you to start:
http://www.wrox.com/WileyCDA/WroxTit...764570781.html
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