Ok, Zune locked up and freeze on the loading screen is everywhere.
Here's How to Reboot, Reformat, and Restore your Zune device I found from Zune forum.
Hope this will help if your Zune we're hit with this problem.
"I find that many sync problems can be fixed by simply rebooting the device, reformatting it, or reinitializing it. Here is a list of the device commands for both V1 and V2 devices. Try these actions first if you are having a problem with syncing to your Zune device."
Reboot: Press and hold the Back button (<-) + Up on the directional pad
Format Device from the Zune software - Go to Settings > Device > Sync Options > Then click the "erase all content" button.
Sleep Mode: Back + Down
To perform the following, reboot your device, and then when the screen goes black, hold the corresponding buttons until the process begins. (“OK” refers to pressing the center of the D-Pad/Z-Pad.)
Clear Content (Format from Device) – Clears all media content from the device, but leaves the firmware intact.
V1 Devices (Zune 30): Press and hold Back + Right + OK
V2 Devices (Zune 4/8 and 80): Press and hold Back + Play/Pause
Initialize Disk – Removes the content and the firmware. Device will be inoperable until connected to a PC so new firmware can be installed.
V1 Devices (Zune 30): Press and hold Back + Left + OK
V2 Devices (Zune 4/8 and 80): Press and hold Back + OK + Play/Pause
Matt Akers
Zune Product Team