The main thing is just that they need to be in .wmv format. That is, the file is named something.wmv. (it may also play m4v and mp4, but i haven’t tested that). This can be done a number of ways (if it’s not already like that) that I’ll have to explain later because I don’t have a lot of time. But, if you find a file that has it, you just need to let the zune player software find it.
So, boot up the zune software, and go to ‘settings’ on the top right. The first screen to appear should say ‘monitored folders’. If not, go to ‘Software’ on the top left and then ‘collection’ at the middle left. On the right you should see a ‘videos’ header and then a ‘add folders’ button to it’s right. Click on this, then find the folder the video’s in and hit ‘okay’.
Now, go back to your collection and go to ‘videos’ in the top left, and after the Zune finds and reads it (a few seconds, usually), it’ll appear. Just drag that to your Zune image in the bottom left corner and drop it, and it’ll sync up (as long as it’s plugged in).
Done!
P.S. I suggest having one ‘video’ folder, at least for videos you want to put on your zune. That way, you only have to do this once, and afterward just throw the video files you want in that folder. The Zune software will then find and update the files whenever you put a new one in the folder, automatically.