I'd like to know how can I perform for example a right mouse click, or press ENTER with XNA, is it possible? I want the XNA prog to do the action, not to check if I clicked it. Thanks.

You can use the following to make the cursor of the mouse visible (if this is necessary):

protected override void Initialize()
{
   // Make mouse visible
   this.IsMouseVisible = true;

   base.Initialize();
}

Create the following variables, this way you can save the current and previous mouseState:

MouseState mouseStateCurrent, mouseStatePrevious;

In the Update function you can use the following:

protected override void Update(GameTime gameTime)
{
    // Allows the game to exit
    if (GamePad.GetState(PlayerIndex.One).Buttons.Back == ButtonState.Pressed)
    {
        this.Exit();
    }

    // Get current mouseState
    mouseStateCurrent = Mouse.GetState();

    // Left MouseClick
    if (mouseStateCurrent.LeftButton == ButtonState.Pressed)
    {
        // TODO when left mousebutton clicked
    }

    // Right MouseClick
    if (mouseStateCurrent.RightButton == ButtonState.Pressed && mouseStatePrevious.RightButton == ButtonState.Released)
    {
        //TODO when right mousebutton clicked
    }

    mouseStatePrevious = mouseStateCurrent;

    // Update
    base.Update(gameTime);
}

Hopefully this is of some use to you!