I do not know how to use the Zune Player, but found the manual online: The Zune User Manual at Zune Info
I'd suggest the second link, it seems to have more information such as about the player itself.

User's Guide - Getting Around in the Zune & follow the links. It's not highly detailed unfortunately.

and http://www.zune.net/en-us/support/us...d/setupfaq.htm