What I am trying to create
You can get the distance from one point to another, and turn that into a direction to go to.
//Find the delta time
float delta = (float)gameTime.ElapsedGameTime.TotalSeconds * 60;
//Find the direction
Vector2 direction = mousePosition - misslePosition;
direction.Normalize();
//Move towards it
currentPos += direction * delta;
It needs to be multiplied by the elapsed time so it appears the same no matter what FPS you are running at.
You may need to adjust for speed, but it should create a pattern like this:
If you would like the missle to slowly turn towards the target, you can experiment with MathHelper.Lerp
to slowly change the angle.