Based on your post, it seems you are pretty new to C# yes?
And a very short answer to your question, I would recommend a step-by-step book, they will take you through your "baby steps" to get you up and running so you can continue on and start getting creative! :)
Also - just as a side point, if you are doing heavy DirectX stuff (such as games), it may be worth doing it in C++, especially if you are looking to work with them..
The Developing Developer
Currently Working Towards: MCAD C#
My Blog: http://www.robzyc.spaces.live.com
<center>"Nothing can stop the man with the right mental attitude from achieving his goal;
nothing on earth can help the man with the wrong mental attitude".