I am creating a game using Visual Studio and trying to add the game state management example. I have added all the files from the example into my game but need to add in something to make it run the menu before the game starts. Any ideas on what I need to add, I've hit a blank.
I'm going to go out on a limb, and guess that you are trying to implement the following:
The code should be self-explanatory, but the main idea is that you need to initialize a ScreenManager object in your main game class in order to be able to use the system. Take a look at the code below, and make sure you have something similar set up.