Zune setup is easy since Microsoft already provide all necessary software and firmware upgrade for it. I collece zune setup video from youtube and compile it here so you guys can get all the information about the Zune setup. Credit goes to thoughsmedia for making this Zune setup video.

Zune setup: installing software

Zune setup:Desktop Software Use, Music & Videos

Zune setup:Desktop Software Use, Pictures & Podcasts

Zune setup:Desktop Software Use, First Sync