Here's a thread with info. Looks like you need to do two things:
http://www.zuneboards.com/forums/gen...ght=0x80004005
1) Run Windows Update and download all available updates
2) Missing Package on Install
If you've experienced problems installing the latest Zune software and setup tells you that you are missing a package, please download the following bundled installer.
http://www.anonym.to/?http://downloa...unePackage.exe
1. download package
2. run package to extract to your computer
3. go to directory that you extracted to, run startzune.exe
4. proceed with installation, following instructions