XNA does not include built-in functions to draw primitive shapes like: lines, rectangles, filled rectangles, circles, arcs, and pixels. This library has all of those. You can download the DLL and the source code from Gary and my project on Bitbucket. There is also some documentation describing the different methods in the wiki.
This project does not allow you to draw pies very well, but I found this project that does: http://www.catalinzima.com/samples/12-months-12-samples-2008/2d-pie-drawing/