Draw simple circle in XNA
You could also check out the sample framework that Jeff Weber uses in Farseer:
http://www.codeplex.com/FarseerPhysics
The demos have a dynamic texture generator that let's him make circles and rectangles (which the samples then use as the visualization of the physics simulation). You could just re-use that :-)
XNA doesn't normally have an idea of a canvas you can paint on. Instead you can either create a circle in your favorite paint program and render it as a sprite or create a series vertexes in a 3D mesh to approximate a circle and render that.
Had the same problem, as others already suggested you need to draw a square or rectangle with a circle texture on it. Here follows my method to create a circle texture runtime. Not the most efficient or fancy way to do it, but it works.
Texture2D createCircleText(int radius)
{
Texture2D texture = new Texture2D(GraphicsDevice, radius, radius);
Color[] colorData = new Color[radius*radius];
float diam = radius / 2f;
float diamsq = diam * diam;
for (int x = 0; x < radius; x++)
{
for (int y = 0; y < radius; y++)
{
int index = x * radius + y;
Vector2 pos = new Vector2(x - diam, y - diam);
if (pos.LengthSquared() <= diamsq)
{
colorData[index] = Color.White;
}
else
{
colorData[index] = Color.Transparent;
}
}
}
texture.SetData(colorData);
return texture;
}