When you install the sample using the package manager, there should be a new folder in your Project View called "DualStickSpaceShooter". It contains all the content of the game, including the main scene.
That said, the problem you're experiencing is the signature issue of an IsVisible
implementation that returns true a bit too often, specifically: Of a renderer that tells the engine it will be visible both in world space and in screen space.
This is the crucial excerpt from the wiki article:
bool ICmpRenderer.IsVisible(IDrawDevice device)
// Only render when in screen overlay mode and the visibility mask is non-empty.
(device.VisibilityMask & VisibilityFlag.AllGroups) != VisibilityFlag.None &&
(device.VisibilityMask & VisibilityFlag.ScreenOverlay) != VisibilityFlag.None;
Check if you have something like this in your code, that should do the trick.