RYS

Alright, I found a solution to this problem. It was an easy solution, but it wasn't convenient.
I thought I would take advantage of Microsoft’s free support, and I must admit, if your having trouble, I would really recommend contacting them at their toll-free number. The Zune hardware/software support is ten times better than the Windows supports. They actually seem to know what they are talking about.

Anyways, for reference, just in case any else has this problem in the future, I thought I would go ahead and post the solution.

Here it is: When you connect you Zune to your computer, launch the software, and are presented with the "Relocation?" dialog, yet don't want to loose all your Zunes content (for example the pre-loaded material), then you simply press the cancel button on the "Relocation?" dialog. This will close the window, and allow you to select your Zune device from the quick menu. Now, you can still sort through the content on your Zune, you simply can't sync the Zune device.
I had personally been really ticked off about not being able to transfer the preloaded content (or any content) from my Zune device *to* my computer. I wanted to keep some of the songs that came loaded with the Zune on my computer, but wasn't able to drag the objects from the device, onto my desktop (or library - like other programs allow).
In order to copy content from your Zune device, you need o select the content that is on the Zune device, and drag the content to the "Sync List" (the blank space on the right side of the Zune program.) Then the button that normally says "Start Sync" will change to "Copy Content to Computer". After you've added your content to the list, simply press that button, and it will copy the content to the same folder where your library content is.

I know this seems simply, but it really didn't dawn on me. Maybe I'm dumb (probably the situation), but I remember someone else complaining about not being able to get the pre-loaded content off the device onto their computer, so I thought this might help someone.

As for the relocation problem; Even though this was the computer I’ve been syncing the Zune to all along, they had no way of solving the actual problem. Their instruction was to then select the "Sync this device with your computers content..." option (After saving the desired content from the device to your computer). This will erase the content...completely, but as long as you saved it, it will/you can replace it back onto the device.

As one more possible solution, and one I probably should I stated first, is, they (the support) suggested I go to the software options, select the "Devices" tab, select your Zune, and then press refresh. This didn't solve my problem, but it might solve yours. I would recommend attempting this before deleting all of your Zunes content.

I hope that wasn't too confusing/badly written. I also hope this will save others from the same frustration I encountered...

Good luck, and welcome to the social!