Listening songs from your iPod, Zune or any similar devices is good when you can keep your ears off the world but when you want to listen to songs or media using your iPod or Zune and still keep your ears open to the world, Windows 7 just got a feature which lets you do so.
In Windows 7 it is possible that you can connect these devices into line in and let Windows 7 play it using your computer speakers. Go to Sound Mixer > Recording Devices > select your Line in device > Listen and check the box which says Listen to the device and you are done. Start playing a song or video and you will be able to hear it from your Windows 7 speakers. One of the best features of Windows 7 I have seen!!!