I just learned that the stage6.com web site (which offered videos for playback and download) is now closed down. If you go to their site, you’ll see their explanation to why they had to shut down. It seems like a legitimate reason, but I wonder if the real reason why they closed down was due to some of the content they had available for download.
I read in a forum posting that stage6.com was using Canadian Servers which allowed them to get around some of the US copyright laws for downloads. I never found any full feature movies on this site, but they did have several music videos and TV shows which was probably copyrighted. In any case, I had suspected from this information that stage6.com may get shutdown at some point. Whether the true reason is what they state on their web site or something else, we’ll never really know.
So, it seems the safest way to get videos on your Zune is to create your own using a TV Tuner card in your PC and keep them for your own personal use!