What's great about this is that it's actually a universal USB charger since it's equivalent to existing USB ports. If your MP3 player requires a USB cable to charge the battery, then this will certainly work with it.
Step 1: Note: Not compatible with 2nd Gen Zunes
Do not attempt to try this with the 2nd Gen slim model Zunes (4gb, 8gb, 30gb, 80gb 120 gb slim zunes).
I found out that Microsoft designed the 2nd Gen Zunes to be incompatible with the third-party AC Adapters. Even the Official AC Adapters that were designed for the 1st Gen Zunes are incompatible with the 2nd Gen Zunes.
Step 2: Tools
You can easily find all this stuff at Radioshack.
The materials you need for modifying are:
One 5 Volt AC Adapter
One USB input plug (a.k.a female USB)
You can acquire the USB plug from an old USB extension cable you don't use. I pulled mine off of a dead MP3 player. Find the Pinouts and make sure you know what each of the four pins actions are. I included a Pinout diagram with this Instructable. Your USB cable should have pins sticking out the back where you will solder it to the AC Adapter plug.