1st I looked up the pin outs for the Zune connector at
http://www.zuneboards.com/forums/showthread.php?t=15668
2nd read the specs for the TransDock micro I own, found them at
http://www.dlo.com/products/view/TDmicro_zune
3rd I checked the back of the Sony DVD player to see what the audio outputs are available. Found a pair of RCA jacks, TOS optical, and coaxial? I need to learn more about coaxial! Coaxial will not work for me according to the Wiki due to the L+R signals are riding a carrier, standard audio it will be. I suspect it will be necessary to reconfigure the DVD to output audio to RCA Jacks.
4th I split open the Zune adapter on the end of the cable to see what was hiding there. I found a dense pcb board with more than a dozen Surface Mount Devices. There were resistors, capacitors, and transistors. However, the L+R wire traces were somewhat easy to identify and follow (with high magnification) to the blue and yellow very fine wires. The green ground wire was even easier to identify than the audio lines. Those are the only lines I need to connet to the two audio wires with RCA connectors attached. It was time to dig out my old heat shrink tubing supplies and get ready to solder. Remembering to make a good mechanical connection before making the electrical connection, I proceeded while checking for correct continuity before each step to satisfy myself that no shorts were created by the heat of the solder iron.