Zune devices have limited audio codec support. You should check your profile settings in IpodMe to make sure your videos are being re-encoded with an audio codec that the Zune device supports. I'm not familiar with IpodMe, but this page lists the supported audio codecs in the MP4 container.
My Zunes: Black and Chocolate 30GB, Red 4GB, Black 120GB
Do,re,mi,fa,so why do I always feel like an idiot singing this.