I did...

imadeitme1

Here are some tips to customize your Zune Software.

The 1st is using one of the 6 backgrounds that the Zune Team has in place to pick from.

imadeitme2

Just pick one of these and you are all set.

If you are adventureous, you can go a step furthur and alter the code of the Zune Software to add your own background.

I found info on how to do this over at Zune Scene and here is the way to do it.

Note: Make sure that the Zune Software is not running when you do this.

1. Make sure to make a copy of ZuneShellResources.dll which is under \Program Files\Zune.

2. Download Resource Hacker.

3. Run resource hacker and open ZuneShellResources.dll

imadeitme3

4. Open up RCData and find Framebackground##.PNG

imadeitme4

5. Make sure you have a 24bit PNG background you want to use ready and right click on the 1033 portion of one of the 6 backgrounds. Select replace resource.

imadeitme5

6. This will bring up a box for you to navigate your file system to add your 24 bit PNG background.

imadeitme6

7. Once you find your background 3 new boxes will pop up. Fill those with the following:

Resource Type = RCData
Resrouce Name = FRAMEBACKGROUND##.PNG  -- it's important that you do not make up a new number, and to simply replace one of the existing ones (00-05)
Resource Language = 1033

imadeitme7

8. Click replace and then FILE:SAVE and you are done. Fire up the Zune Software and select that background. Depending on which of the 6 default backgrounds you modified, you might have to go back into the settings, software. display settings and change the current theme to the one you altered.

That's it. Thanks to krhainos at Zune Scene for sharing this.