Try updating your zune software!
Also, high light all your artists, all your songs should show up on the
left hand side
Then highlight all of your songs and right click them and press "sync to (name of zune)"
or just drag them to your zune
also i would go to your settings, make sure your zune is plugged in, and
click on the feature in settings that says sync music automatically, this should
solve your problem
I hope this helps!