I downloaded the update package and installed from that, no luck.  I started searching for other people with the same problem and found that it is quite common.  I passed over some of the insane "fixes" in favor of trying some of the easier approaches.  Apparently, the Zune installer requires that the Windows Firewall service be running during installation.  What a bizarre dependency.  I'm all Zuned up now and liking it.  Now my wife wants one.