My Zen Nano cuts out when playing tracks.
Go to the Creative Labs website
Back up your files on mp3 player
Try downloading the latest relevant drivers,firmware, and applications.
For example there is a firmware update from Aug 06 that has this fix:
* Resolves the issue of your player (battery level full) turning off, while playing a 128 kbps DRM-protected WMA file.
Download the file double click for installation and then restart your computer. Try it, this may solve the problem.
If not again consult the Creative Labs website for troubleshooting.