Below are some of the common issues that you may run into developing for Zune and the best way to try and fix the issue. This is meant to be a living FAQ so it will grow over time. Please make sure that you have taken a look at the XNA Game Studio 3.0 Readme http://creators.xna.com/XNA3CTP/readme_xna.htm which answers many questions.
How do I quit a Zune game?
Holding just the back button for a few seconds anytime while inside a Zune Game will exit the game, and reset the Zune.
I can't connect to the Zune with XNA Game Studio 3.0 CTP.
First, Make sure that you are running the Zune 2.5 Firmware on your device by going to settings | about | zune. If you are running 2.5 try rebooting the Zune by holding up and back at the same time for about two seconds. If this fails to work try rebooting your machine.
Michael Klucher Program Manager - XNA Community Game Platform Blog:
http://klucher.com Team Blog:
http://blogs.msdn.com/xna