yea, frankly i care nothing for the warranty of these things. But if you are going to do it, realize theres some things you want to check out.
Zune 80GB & 120GB Battery: RapidRepair that's what the batter looks like. Make sure the size looks to be about the same as size is def an issue to keep in mind.
ZUNE REPAIR GUIDES: RapidRepair here is a guide to open it, it shows the use of a plastic tool, i recommend buying them as it's great if you ever get into workin on zunes and ipods as i once was, but if you dont then use a soft plastic material to open the zune. Just be careful, electronics are not something you want to PRY and use too much Strength with.
Zune Batteries
shows that the battery they give is a 950 mAh. so check to see if your is similar to that as well. I dont see much issue with heat, never really had one, they're pretty good with the zunes these days for adding heat protection sheets in it.
Just be careful bro, you're new to this and this is an expensive first-try. But you have my support.