I bought one of these for Tabby for Christmas and it REALLY is true that you have to connect the Zune in the sequence just as this Amazon reviewer described. When I tried it on Christmas, I thought that I did it just as he warned because the user's guide DID warn to plug in the Zune BEFORE plugging in the speakers, BUT I guess that I didn't get it quite right so be careful and do it just as T. Burbey explained!

By the way, I bought mine at Woot.com for ONLY $45 :-)

Amazon.com: T. Burbey's review of Altec Lansing M604 Powered Audio System fo...