It may be the case in your XNA code that you’re given a 3D projection matrix from a library method but its near and far clipping planes aren’t set as you require and so you’ll need to alter them.  I had to do just such a thing yesterday and it took me a short while to figure out how to do this, so I thought I’d post the code up here for anyone who needs it.  You’ll can then alter the code as you require it.

Setting the clipping planes:

public Matrix SetMatrixClippingPlanes(Matrix m, float near, float far)
{
     m.M33 = far / (near - far);
     m.M43 = near * far / (near - far);

     return m;
}

Retrieving and printing the clipping planes:

public void PrintClippingPlanes(Matrix m)
{
     float near = m.M43 / m.M33;
     float far = (near * m.M33) / (m.M33 + 1);

     Console.WriteLine("Near Clipping Plane: " + near);
     Console.WriteLine("Far Clipping Plane: " + far);
}

Hopefully this helps some of you out and saves a bit of time.