I use the Zune TuneBase for my 30gb. It connects to the lighter socket and keeps the Zune charged as long as the car is on. I don't know what I would do without mine. It has a out port on the bottom.
Here is a link to the product:
http://www.amazon.com/Belkin-F8M026-TuneBase-Transmitter-Zune/dp/B000JEUNZY