One of the only features that the Zune has over the iPod is apparently non-existent for some songs. Quote from Engadget's story:
It appears Sony Music and Universal Music Group are marking certain artists of theirs as "prohibited" for sharing, meaning that just because you've paid for a song, and even managed to find another Zune user on the planet Earth, doesn't mean you'll necessarily get to beam that JoJo track to another Zune via WiFi magics. In a non-scientific sampling of popular artists by Zunerama and Zune Thoughts, it looks like it's roughly 40-50 percent of artist that fall under this prohibited banner, and the worst news is that there's no warning that a song might be unsharable until you actually try to send it and fail.
iLove my iPod