I was going to post on how to do this myself, but no need now. An article over at Tech-Recipes (thanks Riko) shows you how with a nice collection of screen grabs to make it even easier.

It never fails, due to a typo or software snafu, some songs in your collection have incorrect information for the artist, album, genre, etc. This can make it difficult when you are trying to find that song you are looking for, setting up a playlist, or sharing music (not to mention that it doesn't look right). You can edit the song data from within the Zune software by doing the following:

Open your Zune software and go to the music section under collection.

From the browse view: (this is for a quick fix to a single artist, album or song tag) ...

Check out the rest of the article here