I noticed quite a few posts on the subject of trying to download the firmware upgrade for your zune player so that it can be used on another computer that a) does not have internet access b) has ****ty internet access and c) they're zune software just won't run the upgrade. Well here is your answer. Microsoft provides support for these common issues right on the zune page, if you can't find it here
You cannot update the software on a Zune device
is the link to that specific fix in they're support section. You're gonna wanna look at number 6. in the instructions for the link to download/install the firmware upgrade. Good luck, hope this helps.