One of the biggest advantages of Windows Phone is that it allows you to access Zune Pass subscription music content over the air. For one low monthly price–$14.99 in the US, though that includes 10 free MP3 song downloads each month, a $10 value–you can stream Microsoft’s 10+ million song catalog directly to your phone.
But Zune Pass isn’t just about streaming. You can also download music to the phone, though this feature isn’t very obvious. To download a song or album with Zune Pass, tap and hold on the item and choose Download from the pop-up menu. (Song downloading is straightforward. To download an album, you must first select that album and then tap and hold on the album art to get to the pop-up menu.)
Content downloaded in this fashion will be synced back to the PC when you re-connect the device.
Thanks very much to Sasha Kotlyar for the tip!