This letter deals with the use of Importance Sampling (IS) techniques and the Mean-Square (MS) error in neural network training, for applications to detection in communication systems. Topics such as modifications of the MS objective function, optimal and suboptimal IS probability density functions, and adaptive importance sampling are presented. A genetic algorithm was used for the neural network training, having considered adaptive IS techniques for improving MS error estimations in each iteration of the training. Also, some experimental results of the training process are shown in this letter. Finally, we point out that the mean-square error (estimated by importance sampling) attains quasi-optimum training in the sense of minimum error probability (or minimum misclassification error).