Works fine with Visual Studio 2015 :
1- Download the latest version of this package
https://mxa.codeplex.com/releases
2- Unzip the content
3- Follow the readme and install all files except the 'vsix'
3- Open the 'XNA Game Studio 4.0.vsix' with the Windows zip
4- Replace code of the 'extension.vsixmanifest' (opened by text editor) file by the following one. Save it on your desktop.
5- Copy the modified 'extension.vsixmanifest' into 'XNA Game Studio 4.0.vsix'
6- Run the vsix with Visual Studio !
<?xml version="1.0" encoding="utf-8"?>
<Vsix xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" Version="1.0.0" xmlns="http://schemas.microsoft.com/developer/vsx-schema/2010">
<Identifier Id="bcc70cc4-703d-4f8b-98f5-d96bfc71335b">
<Name>XNA Game Studio 4.0</Name>
<Author>Microsoft</Author>
<Version>1.4.12</Version>
<Description xml:space="preserve">XNA Game Studio Package provides game development experiences for Xbox 360, Windows, and Windows Phone.</Description>
<Locale>1033</Locale>
<Icon>Package.ico</Icon>
<InstalledByMsi>false</InstalledByMsi>
<SupportedProducts>
<VisualStudio Version="10.0">
<Edition>Ultimate</Edition>
<Edition>Premium</Edition>
<Edition>Pro</Edition>
<Edition>IntegratedShell</Edition>
</VisualStudio>
<VisualStudio Version="11.0">
<Edition>Ultimate</Edition>
<Edition>Premium</Edition>
<Edition>Pro</Edition>
<Edition>IntegratedShell</Edition>
<Edition>VSLS</Edition>
</VisualStudio>
<VisualStudio Version="12.0">
<Edition>Ultimate</Edition>
<Edition>Premium</Edition>
<Edition>Pro</Edition>
<Edition>IntegratedShell</Edition>
<Edition>VSLS</Edition>
</VisualStudio>
<VisualStudio Version="14.0">
<Edition>Ultimate</Edition>
<Edition>Premium</Edition>
<Edition>Pro</Edition>
<Edition>IntegratedShell</Edition>
<Edition>VSLS</Edition>
</VisualStudio>
</SupportedProducts>
<SupportedFrameworkRuntimeEdition MinVersion="4.0" />
</Identifier>
<References>
<Reference Id="Microsoft.VisualStudio.MPF" MinVersion="10.0">
<Name>Visual Studio MPF</Name>
</Reference>
</References>
<Content>
<VsPackage>XNA Game Studio 4.0.pkgdef</VsPackage>
<VsPackage>Microsoft.Xna.GameStudio.Core.pkgdef</VsPackage>
<VsPackage>Microsoft.Xna.GameStudio.pkgdef</VsPackage>
<VsPackage>Microsoft.Xna.VisualBasic.PropertyPages.pkgdef</VsPackage>
<ItemTemplate>ItemTemplates</ItemTemplate>
<ProjectTemplate>ProjectTemplates</ProjectTemplate>
<Assembly AssemblyName="Microsoft.Xna.GameStudio.Core, Version=4.0.0.0, Culture=neutral, PublicKeyToken=6d5c3888ef60e27d">Microsoft.Xna.GameStudio.Core.dll</Assembly>
<Assembly AssemblyName="Microsoft.Xna.GameStudio, Version=4.0.0.0, Culture=neutral, PublicKeyToken=6d5c3888ef60e27d">Microsoft.Xna.GameStudio.dll</Assembly>
<Assembly AssemblyName="Microsoft.Xna.VisualBasic.PropertyPages, Version=4.0.0.0, Culture=neutral, PublicKeyToken=6d5c3888ef60e27d">Microsoft.Xna.VisualBasic.PropertyPages.dll</Assembly>
</Content>
</Vsix>