There is no real difference between 3D or 2D aside from the projection matrix used.

Have you tried without using the studio with something simple, e.g.

http://digierr.spaces.live.com/blog/cns!2B7007E9EC2AE37B!424.entry

Sample code:

If you use the vertex shader, you'll need to set up World, View and Projection Matrices (usually). E.g. use effect.Parameters["World"].SetValue(WorldMatrix);

And then you have to figure out how to use those in HLSL Typically you'd probably want to replace XNA's default WorldViewProjection (in the .fx file) by separate variables (at least that seems like a good idea, if only to better understand stuff).

Also, if what you're looking for is post processing, then you'll most likely want to use the shader on the entire screen at once, and that's where you use a RenderTarget (or multiple RenderTargets, depending on what you're trying to accomplish).

EDIT:
You can't really set that in HLSL I think, you'd need to look into GraphicsDevice.RenderState. But to pass the screen as a texture use a RenderTarget2D, use something like this:

RenderTarget2D renderTarget = //constructor here, too lazy to look it up, use values from PresentationParameters and you'll be fine

//Render
GraphicsDevice.SetRenderTarget(0, renderTarget);
GraphicsDevice.Clear(color);
//draw stuff here
GraphicsDevice.SetRenderTarget(0, null);

//effect.Begin() etc.

spriteBatch.Draw(renderTarget.GetTexture(), Vector2.Zero, Color.White);

//effect.End() etc.

And in the .fx file:

sampler2D texSampler;

Then you can use TEXCOORD and tex2D(sampler_here, uv_coords_here) to get a float4, which is the current pixel color.

Also, take a look at this: http://www.riemers.net/eng/Tutorials/XNA/Csharp/series3.php

Also, note that for most 2D effects that affect the whole screen (like bloom, greyscale, etc.), you don't really need a vertex shader. Just pass float2 uv : TEXCOORD0 to the PS arguments.

That code has to work. It's the .fx file then.

Also, you can use GraphicsDevice directly, there's no need to access it through graphics.

To answer your question - I doubt it. Try creating a new shader, throw out all the vertex shader related stuff, and run that. And change the return color, because I'm uncertain if it isn't set to 0 alpha. If it doesn't work, then either your gfx card is older than time itself and you somehow managed to run XNA on it, or it's got something to do with your XNA init.