Dan,

Perhaps the blaster is too strong for the Zune.

I just had the same problem (IR was perfect, RF wouldn't work to desired device but would work to other devices).

It turned out that I had to move the blaster back from the IR receiver of the Marantz CD jukebox and then everything worked fine. I have seen this before (I don't remember what piece of equipment that was).

I hope that helps.

Mitch