Particle Samples
The download section has an example of using the current particle system as described in this post.
Particles will eventually be more plugable, making different particle systems easier. As it is, you can just bypass this system and use particles as you see fit.
Note: if you have a lot of particle effects created in rapid succession, you may want to write your own ParticleGroup to reuse Particle effects rather than adding and removing new ones (that can be expensive on the XBox). Something like a FixedCountParticleGroup. This is on the todo list : ).