What I did was get a whole case that comes with a screen protector built into it...it works great and protects the whole zune...
This is the one that I got typo and all...
Code:
http://www.newegg.com/Product/Product.aspx?Item=N82E16855995199&Tpk=BELKIN%2bF8M030%2bHOLSTER%2bCASE