Can you setup a zune without the zune software?

No initialy you cannot setup any model of the "Zune Mp3 Player" without the "Zune Software". But after you setup the Zune INITALY you can find various hacks (depending on the model of your Zune) that will allow other software such as "iTunes" or "Windows Media Player" to be able to sync with the Zune. But i do not personaly recommend this because you cannot arrange your music properly, such as you cannot add a playlist to it.