Up/Down - to navigate menus,
Enter - to confirm,
Esc - to pause/exit,
W - to move player up,
S - to move player down
The players' collision rectangle is 1/3 the size of the blue rectangle, so only the bottom will collide with obstacles, in the near future this will be represented by a drop shadow, and the player will of course be an animated sprite.
There is no winning condition, and it isn't too difficult yet, you will return to the main menu when the horde catches up to you.
P.S. Let me know asap if the installer doesn't work for you, this is the first time I've published an XNA 4.0 game.