hI, let me try to help.
first install the Zune software.
If you havent done the settings , I suggest you choose or change your settings to "Let Me Choose my Music " to place items into you Zune.( or it may place EVERYTHING into your Zune from your computer.
Connect your Zune with supplied media cable. your Zune software should activate.
On top of right side of screen , you should see "Settings" Click on it.
Then Click on "Device" you should be seeing :Sync Options
Select the "Let me Choose My Music " (Video..etc) on all options shown
Now the Zune will only place items you choose to place into it.
Now select "Apply" on the bottom of screen and click "OK"
Click "<-" on left side of screen to go back into your Zune Collection screen.
You can now minimize your Zune program.
Now if you goto you Computers "My Music" folder from "Start"-"My Programs"
open it , and you should see a "ZUNE" folder in "My Music"
Just Place any music you have into that folder and it will be entered into your Zune Programs "Collection" , This goes for the same for "My pictures" and "My Videos"
Now reopen your Zune page, If it doesn't already Sync your collection into your Zune, you can Select and drag the item you want into the ZUNE icon on the bottom left of your screen.
Hope this helps, Happy Holidays