Possible ZuneHD exploit?
I don't know if this bug can be used as an exploit or not, but here it is.
If you open up the web browser while not connected to a network, it will open up the little slide-up thingy and try to connect to a network. If you plug the Zune in to have the software put it in "Connected" mode or plug it into a 360, it will connect, but will only go back to the home screen, letting you still use the device . . . to an extent. Trying to open an app will put the Zune UI in the connected mode, but I don't know if anything else will do this.
Didn't see this posted anywhere else, and I thought it might help someone, so here it is!