Yes, there is a way. First, Go to the nearest Library near you
Step 2: Go onto one of the computers in the Library and put in your disc/dvd.
Step 3: Take all the files from the Disc to the computer. (In my library each user gets almost relatively admin privileges [As in you can save files and all])
Step 4: Those files on the computer, transfer it onto your Zune via USB.
Step 5: Enjoy.
P.S It may not work on some Library computers because a friend of mine, the library he goes to doesn't allow him to save anything on the computer itself, but in the one I go to, it does.
~EnviousX