Yes the marketplace was down a little bit this weekend. Reason they are trying to update some things and they work properly. It looks like without much success.
I have a question though. Why would you want to purchase music from the marketplace. If you're buying the music with DRM it will probably never work in any other media player in the future. If you decide to switch away from the Zune products. To me the best way is still to purchase CDs and rip them using the software, which will sync them directly with the player.