As correctly informed by Lori Ada Kilty (after I asked for help through the XNA Creators Feedback), there is no need to be logged in to get to any content.
So, if you happen to find that when you try to download, say, the "Simple Animation Sample" zip from the site, a page pops up asking you to create a GamerTag and then re-log in, just pay no attention.
Instead, clean you browser's cache, and re-try the download request; you will see that it just works great ...
Of course, if your country is listed on the registration page, don't be a lazybones and create a GamerTag.
'till next time ...