In my search for the best info and news about the Zune, I ran across a post in google blog search with a couple tips that could really get you out of a jam with your Zune.

Four secret button tricks for your Zune player.
Yep, this is the title of the post, but they really aren't much of a secret, but they are good tips.

To reset your player - also known as a "reboot" - press and hold the Back button, while pressing "up" on the Zune Pad.

To reformat your player's drive, reset it as noted above. When it starts to reset, hold down the Back button, Center button, and Play button at the same time. Your player will inform you that it is deleting all media on device, and your Zune should revert to the "way it was" when you first pulled it out of the box. Careful! This will erase your player contents and you should rarely if ever need to do it.

Head over to Zunemediaplayer to get a couple more tips!