The other day, my Zune refused to pause the music. The icon in the lower right would toggle between Play and Pause, but the music kept playing. Holding the Pause button for about a second would cause the Zune to go to sleep, but upon waking up (pressing Pause again), the symptom persisted.
I needed to reboot my Zune, but didn't know how.
The solution is to hold the "Back" button and "Up" at the same time for about a second. The screen will blank, and then the device will reboot. Problem solved.
My discovery source: http://www.cliczune.com/2006/12/zune_tricks_reb.html