If you haven't seen the news Zune 30s are bricking all over the world today. I unfortunately was hit by this flaw in the Zune device too. Thanks to my buddy TagGerr a quick case cracking and battery unplugging later and my Zune was back to rocking some All That Remains for my listening pleasure.
Update: Looks like Microsoft is aware of the problem and working on a fix.
I am not sure how they plan to fix bricked Zunes already. Unless their answer is wait til your battery dies and try again.