Here's what I think they're talking about.
1) Download and install winRAR
2) Download the software from the Zune.net website. Be sure you "save as"
3) Navigate to where you saved the download
4) Right click on the file and select Open with winRAR
5) In the packages folder, double click Zune-x86.msi (or fr/es for french/spanish)
6) Wait for the installation dialog to close.
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