If You have a Zune, You are wise. If you have a Zune original, you are very wise. There is a cool bag that houses the zune in the zune originals package (others as well?) I just figured that it could have more use than sitting in the box after it was opened.
If you're reading this and you don't have a Zune, Get one already!.
You can always check back to 'tips' if you have a problem.
Step 1: WHAT YOU NEED:
3) Fabric Pencil (or alternative marking thing)
4) Sewing machine (or whatever else if you do it by hand)
5) Zune or whatever you make the sleeve for.
(2-4 not pictured)