You have to use the Zune Software to sync the music, pictures, or videos to your Zune. The software can be found here:
http://www.zune.net/en-us/products/software/default.htm. It may take a while to download, depending on your internet connection.While it is downloading, you should make an account for your zune. Drag the files from your music collection to the Zune icon in the left corner, while it is plugged in, and your Zune will sync. After it is finished, unplug it, and your done. You may have to tell the Zune software where your files are on the hard drive, located in the settings page of the software.
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