I tried to load a .tmx (Tile Map Editor) file into my project but I'm getting this error:
Cannot autodetect which importer to use for "Level1.tmx" There are no importers which handle this file type. Specify the importer that handles this file type in your project.
XNA does not support Tile Map Editor files by default. It is possible to load them into your project however. Some information about a custom loader can be found here:
http://nerdculture.org/2009/07/14/tiled-maps-for-xna-full-support-for-the-tiled-map-xml-specification/
The post is a bit old so I'm not certain it's going to work with the latest version of XNA, but it's definitely a good starting point.