the zune device doesnt really turn off, it goes to deep sleep.
There are two ways to power Zune down.
Turn Off
This puts the device into a power saving state. The Zune device turns itself off after 10 minutes of inactivity.
·To turn Zune off, press and hold the play/pause button for 3 seconds.
·to turn Zune back on, press and hold the play/pause button for 3 seconds.
Deep Sleep
This manually puts the device into its most conservative power-saving state. The device will automatically enter deep sleep after about 24 hours of inactivity.
To put Zune into deep sleep:
1.Set the hold switch to unlocked.
2.Press and hold the back button while pressing down on the Zune pad (or control pad).