Well I am a OpenGL user and I decided to use XNA to see how long it takes me too put a simple game together and so far their is much on creating a polygon in xna, but for some odd reason it seems like a can do any time and day task to load a model up. I know DirectX structure is built for the x files, but why must it be such a task too make a square in 3d using arrays and such, but in opengl it only takes a couple of lines to create a triangle or square. Now why do they do that instead of a OpenGL method? How do you even draw a 3d square in xna set up for a texture?

OpenGL is simpler because it's old. More precisely, because it carries with it old baggage. Sounds strange, perhaps, but the more modern the API, the more it's concerned with performance and flexibility, and this often comes at the expense of ease of use. OpenGL 3.0 was supposed to drop these easy functions, too (but no one knows what's really happening with OpenGL 3.0).

Real development in OpenGL will not use glVertex and the like, but use vertex buffer objects.

As for how you draw, I'm sure that one of the available tutorials will help you. You can try Riemer's.