Microsft XNA isn't a console, it isn't really more interesting for game developers (although that is what they're selling it as).
Put simply XNA replaced every single Microsoft Library with a single 60MB Runtime + a brand new API which replaces all the current APIs.
For developers of Games, Applications and such this is definately a breakthrough for Microsoft.
It's called XNA because it's based on DirectX 9 Architecture of Independant but Interactable Libraries.
(a play on DNA as it basically is the Nucleus of everything to follow from Microsoft SDK and Library wise)
Alienware DHS is just a Digital Home System; Basically a PC in a Desktop Box with a DVD Drive and Windows XP Media Center. Not aimed at games... Possible with the Radeon 9200/9600/9800 being the base cards in it, but not likely.
You want a real game playing machine:
http://www.alienware.com/alx_pages/main_alx.aspx
one of the most technically powerful machines you can buy publically... In August Alienware will be releasing the a second option to buy Geforce 6-Series (6800 Extreme) editing instead.
Both run on PCI-X