My zune stolen.

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Okay, I believe my 33 year old brother stole my zune. I had it in my vehicle at a family function. I left my vehicle unlocked, thinking it's a family function nothing would happen. But, my brother has been in and out of jail for theft. I really didn't think he would steal from me, but I haven't seen my Zune since. I'm really not sure if I saw if afterwards or not. Do any of you know if there is a way I can see if someone has connected my zune to another computer and possibly track it down?