The iPod cable is strictly for using an iPod.. it will not work with a Zune. To listen to your Zune, you need the AUX cable and port, and will have to be content to control your listening via the Zune itself.
With all respect, Just sell your Zune and get an iPod. Will work with iPod Nano, video iPod and iPhone. They're way better than the Zune anyways. Just bite the bullet and use the Scion's already integrated iPod connection.