Can't. Takes about 50 minutes to convert any small .avi video file you want to put on the damn thing. Then you.. slowly.. transfer..
I managed about three before I decided it'd be more entertaining in the long run to eat my own hands.
I did once dream of my very own portable X-Men collection, but it was not to be.

I'll come out and admit I bought a Zune last Summer, then was thoroughly confused when my new MacBook wouldn't talk to it in December. I have a whole one album on there and three X-Men TAS episodes.
The Mac will however allow it to suckle electricity from it's USB port. But even then the Zune wakes it up repeatedly like an ungrateful fostered spawn, biting down too hard.