even if the name "Zune" is registered by the AROS team for the GUI, it is a registered name for a peace of software. The name is not registered for everything and so Microsoft could use the name for a peace of hardware.
Zune isn't just a name for a piece of HW. From the
Zune Info site:
The Zune name has been confirmed and is now been officially used as an umbrella brand for what Microsoft says is “a family of hardware and software products” targeting various digital entertainment services, which should be out around November/Christmas time.