As a Canadian, I am not able to take advantage of the Zune marketplace to purchase songs and such. Until today, I was not able to even see Marketplace in the Zune software.
Before today, I needed to change the location setting in the Control Panel to United States for this option to appear.
The screens may appear slightly different than WinXP or Vista because I am running Windows 7.
As you can see, the MarketPlace is now available.