This annoying little message began when I installed Zune onto my new Vista box. The trouble is that when I plug in the Zune device, this nasty little modal dialog box pops up and you can't close it. It renders the Zune software useless.
So, I've spent some time on the phone with the Zune help desk, but not enough to solve this problem. However, a workaround I've discovered is to open another modal dialog (like Options>Open File...) and then plug in the Zune Device.
By the way, I was listening to Scott Hanselman's podcast with Chris Sells when the upcoming Zune was mentioned. Chris interrupted Scott, saying, "OK - what's with brown?" I LOL and knew then it was for me.