   about forms..
  i wrote a program in XNA : a sprite moving in form.how will i draw my game in a form's picturebox ?   
  You can set XNA's graphics device class up to render to an arbitrary window handle (the Handle property of any Control class for example, including a picture box -- although a regular Panel control works just as well). If you Google for "XNA Windows Forms" or similar search strings, you will get plenty of results describing the process, including this one.   