xexuxjy

Not really true - lots of stuff in bullet is non virtual on purpose for performance reasons, I've found it's definitely much easier just to add stuff in directly and a lot of people seem to have custom bullet builds.

as both btGhostObject and btRigidBody derive from btCollisionObject you can just do :

btSphereShape *sphere = new btSphereShape(500.0f);
btGhostObject* ghost = new btGhostObject();
ghost->setCollisionShape(sphere);

(which you could also do on the rigid body rather than setting the collision shape in the btRigidBodyConstructionInfo and passing that to the btRigidBody ctor.

make sure you do all this before adding it to the collisionWorld though.

Microsoft do seem to be trying to kill it off, they've recently split the creators section of their site into phone/indie games sections and in the process broken nearly every single google link to the data there. The general impression is that they're just trying to make it fade away without making any real announcments on it. All their current efforst seem to be on Windows Phone and Tablet work, and while XNA is valid on the phone for now I really get the impression they'll start pushing more forcibly to c++.
Having saiid all that XNA is still a pretty good framework and the with some of the replacements mentioned below you'll be able to get a lot of stuff done with it very easily.