But you should be able to stream it directly from the Zune Marketplace on the Xbox 360 (if available, and you have bandwidth)... or download it there, too.
I'm honestly not sure about Dave's earlier comment that you can play protected video content from a Zune HD connected to your Xbox 360 via USB. I've never tried on the HD, but I'm pretty sure this was never supported before... if it is supposed to work now, it must be new.
I was always able to watch protected Zune Marketplace content streamed from the PC to the Xbox 360, though, over my wireless network... so there was never a need to plug my Zune into it directly.
Last edited by grommet; 11-19-2009 at 12:53 PM.