This is kind of a no-duh thing, but we were kind of worried that all the pre-loaded content that Microsoft put on the Zune (music, music videos) were going to get wiped out when you synced up the Zune to your library. After all, when you first plug the device in you get a message that asks if you want to "Sync with your library on this PC. Remove all the content on your Zune and replace it with the content in this library instead."
Good news for everyone, because all the pre-loaded content stays on the device even after a sync. The bad news? You can't sync the music and videos onto your computer. So you're stuck watching Brittany Murphy cross and uncross her legs in Oakenfold's video solely on your Zune. Darn.
Zune's Pre-loaded Content [Zune.net]