Most people will either let their Zune go to “sleep” on its own or hold down the play/pause button to do so. This does not completely turn off the device and continues to drain the battery. To completely turn off the device, do the following:
1. Make sure that the Hold switch is turned off.
2. Hold down the Back button and Down on the control pad until you see the Zune screen fade to black.
This will completely shut down the device and extend the amount of battery life.