Downloading the new XNA Games takes a few extra steps.  You can watch a video (on Inside Xbox, or linked below) featuring Xbox LIVE's Michael Klucher to explain it, or use this handy-dandy crib sheet:

Xbox LIVE Community Games

Xbox LIVE Community Games
Find out how to download the new XNA games from Xbox LIVE and play them on your console.  High | Low

1) Download XNA Creators Club Game Launcher (Marketplace/Game Store/All Games/XNA Creators Club).  Ignore the others.

(Note: If you use "XNA Game Launcher" or "XNA Game Studio Connect", you'll be told you need a Creators Club membership linked to your profile.)

2) Browse to My Games (Games/Games Library/My Games) and twist to XNA Creators Club.

3) Press Y to Download Games

4) Choose a game to download like any other game.