Seems everytime you change your user password the zune software stops working. You will get a connection error. Solution
Cause of Problem: You changed the Windows Logon Password after installing and using Zune. Then, your Zune Certificate is not valdi anymore.
Solution: Go to the certificate manager snap in, Certificates Current user (start > run > certmgr.msc), delete the Zune certificate. Then…
Now you need to browse to C:\Users\<UserName>\AppData\Roaming\Microsoft\Crypto\RSA
Delete the folder in that directory.
Start Zune and it will Sync.