Ok, I found the way of this. Unload the project and edit the csproj file like this (find the dll section and use whichever reference you need):
$(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\ARM\MonoGame.Framework.dll $(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\ARM\MonoGame.Framework.Net.dll $(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\ARM\SharpDX.dll False $(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\ARM\SharpDX.Direct3D11.dll False $(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\ARM\SharpDX.WP8.winmd False $(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\ARM\SharpDX.XAudio2.dll $(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\x86\MonoGame.Framework.dll $(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\x86\MonoGame.Framework.Net.dll $(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\x86\SharpDX.dll False $(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\x86\SharpDX.Direct3D11.dll False $(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\x86\SharpDX.WP8.winmd False $(MSBuildProgramFiles32)\MonoGame\v3.0\Assemblies\WindowsPhone\x86\SharpDX.XAudio2.dll