There is a software update that's being worked on that should improve the Zune functionality. There are issues with the latest Zunes but they should be fixed once this update is released. I don't currently have a time for when, but it is soon.
I don't know any details about that phone specifically, but what it needs to support is the Handsfree Bluetooth profile, as well as A2DP for the music. There are two different Bluetooth connections in the vehicle, one is for the phone, and the other is for music, so if you want to be connected to both at the same time, the phone needs to support multiple simultaneous profiles. Most smartphones, like any of the Androids and the iPhone support this. To connect up to the phone, you can scroll through the Config menu and select Phone and then Pair Phone. To connect up the music portion, press the CD/AUX button until you get to the Aux Jack screen. Press the Menu Button and then you'll be in that Bluetooth Menu.