Since the Zune HD lacks a hole for a lanyard, I doubt there will be many lanyards available for the device. There is another way, though: You could buy the headphones that are made in a lanyard-type way. With cases still coming out for the device, there might be some that let you slip a lanyard through them.
With or without the hole for a lanyard, the Zune HD is awesome!![Party!!! [<:o)]](/emoticons/emotion-19.gif)
Josh
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Zune HD all the way!