I came across this report on the www.engadget.com site that shows the new Zune Software v2.5 with it’s improvements. Apparently, Microsoft will be releasing this update very soon. If you check out Engadget’s site, you’ll see that there is a “Videos” page on the Zune Marketplace allowing for the download of Videos (TV Shows only). Very similar to what Apple is offering on their iTunes site.
So, for about $2.00 US you should be able to download TV Show episodes on your Zune. Of course, you can do this for free NOW if you have a TV Tuner card and the DVRMSToolbox utility!