Internet connection Visit the Zune software website (see References). Once there, read through the features of the program and then continue to Step 2. Go to the Zune download page. To get there, click on the pink "Download now" box in the middle of the screen. Read through the system requirements, and download your software. To download, select the version of Windows you are running from the right side of the screen and press "Download now." You may now select the destination for your Zune software. Once it is selected, your download will begin.