Belkin Zune TuneBase FM transmitter gets the line out. Quotes from Gizmodo, the Gadget Guide:
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This is the standard TuneBase FM transmitter, but refined for the Zune. It will transmit on FM channels 88.1MHz - 107.9MHz and also include a line-out for cars that include auxiliary ports.
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That Belkin Zune device plugs into the cigarette lighter, so it's providing power to the Zune, I am guessing all the other prerequisites are also built into the device. So that therefore enables the use of the line-out on the device.
At least that is what I got out of what Ken said.
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Microsoft Zune > Audio Technica ATH-AD900
well the FM modulation dock leeches power (chances are 5v) cant you loop it back into the zune and use it to "fool" the zune into thinking its got its power plugged in?