You know, I've seen that Texture2D.FromFile method before, but you may not actually be able to use it, depending on what you're wanting to do. I just Googled Texture2D.FromFile, and on the page I got in Microsoft's documentation, it said something to the effect of "this method is only available on Windows." So that would mean you can't use it if you want to put your game on the Xbox 360 or the Windows 7 Phone.
Additionally, I noticed that the stuff I found was for XNA 3.1. I looked at the documentation for XNA 4.0, and it appears to be missing. I also tried looking for it with Visual Studio's IntelliSense and couldn't find it there either. They may have removed that in XNA 4.0. What I do see is Texture2D.FromStream, which could be used to do the same thing, but I'm not sure what format it is expecting that stream to be in. So it may or may not work.
Anyway, you might be able to get it to work still. I didn't spend that much time trying to get to the bottom of it. I'm just letting you know what I found, too.
I've actually heard of lots of people using Lidgren, so that may be a good way to go. Let us know if it works out well.
But yeah, I've gotten enough requests for networking stuff over the years that it's definitely on my list of tutorials to make. At some point. :)