The free SunBurn Framework edition
exists just for that purpose - it's a cut-down version of SunBurn Engine 1.3.2 (I think it's that one anyway) whereas the Engine's currently as 2.0.13. So it's missing a lot of things that were introduced with version 2 (such as the physics and collision detection) along with quite a few rendering features, and it'll only work with VS2008 and XNA 3.x (though this isn't the case with the full product which is fully XNA 4.0 compatible). But you should be able to at least get a feel for the product from the Framework.
As Frode mentioned, posting on the SunBurn forums is a good way to get more specific advice - the guys there are fantastic and I think there's even a special 'Questions before Buying' forum.
You will get errors using the examples if you don't have SunBurn, since you need SunBurn to be able to run them. That said, there are Framework versions of some examples, so if you download the Framework, then go looking for examples with 'Framework' in the name, those should work.
If you post a link here to your thread in the SunBurn forums, I'll take a look. I'm not great with SunBurn, but I might be able to help if you have some basic questions. :)
Hope that helps,