Try a few things before attempting to install again. I don't know if this will work but it has worked for me whenever I encounter a strange problem that seems to have no clear answer. If anything it will leave your PC running better than it did before.
First go to Control Panel then Add/Remove Programs and uninstall as much of Zune Marketplace as you can.
Next, go to http://www.regcure.com/ install the program and allow it to run and clean up your registry.
Once thats complete, return to Control Panel click Performance & Maintenance and run disk clean up along with Defrag.
Once thats complete try installing the Zune software again.
Good Luck
Welcome to the Dawn!
NPGMBR