For Zune HD owners, custom firmware (specifically the "OpenZD" bootloader) allows you to dual-boot. You can keep the original Zune OS for music, but boot into Linux or a bare-bones Android build to use the device as a retro gaming handheld for GameBoy and NES emulation.
Disclaimer: This guide is for educational purposes. Modifying your device voids any remaining warranty (unlikely) and may render it inoperable. Proceed at your own risk.
Installing custom firmware on your Zune can potentially brick your device, rendering it unusable. Before you begin, make sure you understand the risks and take necessary precautions to protect your device.
Your PC will now see the Zune as a standard hard drive (E: or F:). Right-click the drive, format it to FAT32 (or NTFS for large files), and drag your music into a folder named "Music."