The Marketplace for Windows Phone and XBox 360 has its own rules. Some procedures take several hours to take effect in all countries. That’s why I've put together a diagram so that you can take into account when processes occur that take a long time and when you will receive an email notification. For example, you can read from the diagram that beta versions cannot be updated or which application data can be changed later.
If your app requires P/Invoke, you'll need to request an exception when you upload your app and fill out the Windows Phone 7 Technical Exception Request Form. You don't have to fill in all the fields, but only those whose values you know. The application then goes through another approval process.
As far as delays are concerned, they are mostly caused by the fact that Marketplaces are separate from country to country. Therefore, it takes a while for the change to be reflected in the Czech Marketplace, from which the application can be downloaded. However, the approval email arrives immediately, which can be confusing in some cases.
If you are recording a game, be aware that for some countries, the local equivalent of PEGI (Pan-European Game Information) is required. However, for most countries, this assessment is optional. In some, however, this means a special approval process.
The article was written for the Czech MSDN Blog.