Oh. My. Gosh. I am ready to do handsprings for joy.
I found a free site that converts files to Zune-compatible formats. Specifically, it can convert things like YouTube videos into Zune-Compatible formats, and then email a link to the converted file to me so I can download it. Check out http://zamzar.com.
I just tried this with one file, a Barry Manilow video from the 25th anniversary of Arista Records. It took some minutes, since the Zune software had to work with the file to do I-know-not-what conversion (I'm guessing it was making the image size displayable on the screen). But by heck, IT WORKS. Joy to the world, I'm going to run rampant on YouTube and pick up as many song videos as suits my fancy.
I'm psyched, can you tell?