I don't know what it would be called, so I made up my own term, "string song". AFAIK, no other mp3 player can do this, and it would be awesome to see Zune take the lead. Certain songs are ALWAYS played together on the radio:
Will Will Rock You/We Are the Champions (Queen)
Brain Damge/Elcipse (Floyd)
Heartbreaker/Livin Lovin Maid (Zepplin).
Would be VERY cool to have a flag on a song that allows you to string two songs together like that. I think about it every time I hear a song that should be part of a pair on my zune. Sound off if you agree so maybe they'll implement it and take another unique leadership role.