Maybe this is really simple question.. But I just could not find how to do it.. How can i change the game window size???

I tried to play around with this.Window.ClientBounds but cannot set (only get available)..

You should play with graphicsDeviceManager.PreferedBackBufferWidth and height...

Thanks for reply, ForensicBroom..
I tried to put

            graphics.PreferredBackBufferWidth = 512;
            graphics.PreferredBackBufferHeight = 512;

within Initialize() but still nothing changed!! Any idea??

Is 512x512 a supported resolution on your graphics card? My guess would be that it's not. Try something more standard like 640x480 or 800x600.

Hmm... What if I would like to create a simple board game in the window (let's assume I don't care about xbox). Is that possible to set window size to 512 x 512 or I should better do it with "window application" instead of "window game" project.

in public game1()
you will see this
  graphics = new GraphicsDeviceManager(this);
all you need to do from there is add your new settings

    graphics.PreferredBackBufferHeight = 400;
            graphics.PreferredBackBufferWidth = 600;

EDIT:
I Don't think it matters exactly what size you make your window as long as it is lower then the bounds of your screen rez. In other words, you can't set it to 860*680 if your rez is 800*600

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Thanks ijoemomma !!
Problem solved...
What I need to do is adding the following code in the Initialized() to have my game window with size 123 x 456...

            graphics.PreferredBackBufferWidth = 123;
            graphics.PreferredBackBufferHeight = 456;
            graphics.IsFullScreen = false;
            graphics.ApplyChanges();

i didn't add anything to the initialized method. But if it worked for you then that's good.

Now if i can only get rid of this cold and get back to the book