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Does the Zune Marketplace work outside the US? For example, here in Asia, can I still purchase songs from the Marketplace since I'm not in the US?
The short answer to your question is, no, the Zune Marketplace isn't available outside of the US and Canada. However, there are workarounds if you do a quick search on the Web. The Zune Marketplace is similar to Apple's iTunes. For example, while the iTunes Store isn't available in Singapore, I could still purchase a stored value card from Australia and use it to buy music from the online store.
This applies for Zune Marketplace, too, where you can buy point cards and redeem them online. If you try to link your Zune account with a non-US credit card, you'll get an error message that says the credit card information is invalid. In this case, you'll need to use a credit card with a US billing address for repeat billings.