Processing User Input

By now, I'm able to render a floating 3D object with transparent background, my first objective is almost achieved.

Now I need to be able to process the user's mouse input, and especially, to let the user to pick something on the 3D object. The following references are useful for this:
http://msdn.microsoft.com/en-us/library/ee418864(v=VS.85).aspx
http://www.microsoft.com/whdc/archive/pointer-bal.mspx
http://www.microsoft.com/whdc/archive/pointer-bal.mspx
http://creators.xna.com/en-US/sample/picking