XNA 2.0 requires a minimum of a shader 1.1 card. While old tech, not everyone has one. Some newer laptops (in our experience Toshiba tablets with Intel graphics) have no shader 1.1 support. XNA simply wont run on these machines.
This is a significant issue for us and we have shifted to Tao and OpenGL. Plus with Tao we have bindings for audio & Lua support.