It's funny you mention that about loading the Zune software. I read the same comments on the Woot forum discussion. They also said that it's important to let it charge before using it (duh!).
It hasn't been delivered yet, but I could have snatched it off the truck the other day as it passed through town traveling from Atlanta to Orlando (assuming they came down I-95). Can't quite understand why they didn't just drop it off here, instead of taking it all the way to Orlando.
Expected delivery date is Nov 1. Can't some soon enough! My wife's birthday is Friday, Nov 2.