No, you can't. The only features that Zunes have are Music, Videos, Podcasts, Pictures, Games, Social (Zune to Zune music sharing), Radio and The Marketplace.

go to the zune website to activate them with the zune program

Whatever songs that you get when you have the zune pass you keep.

Check if you turned the zune on. When this happen to me, this is what I did: Plug your Zune in to the computer. Exit out of the Zune marketplace once it pops up. Your Zune should be charging.

3.3 OLED Multi-touch Display HD FM Radio
Song Tagging of the Radio
HD Video Output (through dock, sold separately)
Zune Pass subscription music service compatible
Web Browser
Apps (Games, utilities, social)
Wi-fi Zune Marketplace