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Then I decided to build an XNA "something" for the phone. When I tried to deploy it to the emulator, I don't have a phone yet, I got the message "Zune software is not launched error...". My initial thought, of course, was that it was trying to deploy to the device. When I try to change the deployment option by changing the drop down next to the "Start Debug" button it was grayed out. Hmmm... what to do? I cranked open a Windows 7 VM where I don't have installed the Zune software. I created an XNA project and when I tried to run it the emulator came up (see this post for more details). But the option to change the start up was still grayed out.

After much looking around in Google, where all the suggestions were to change the start up option, I started looking at my toolbar closer and looking for any additional toolbars. Sure enough there is a toolbar called "XNA Game Studio Device Management". That toolbar allows you to change the start up option.

Long story, short answer, but there you go.

Happy XNA'ing.