Zune is acting like a cell phone service provider, only they're doing it with their music store. If you sign a two-year contract with Zune's music store you get a free Zune player. Then you pay a monthly fee for their music downloading service.
This is a very cool idea, but it's just an idea for now. If Microsoft really did this, I'm sure we'd see many more people with Zunes. After all, a monthly fee is moreaffordable than a $200-$300 mp3 player.