How can i put my zune microsoft music onto a macbook?

Right now i have Zune on a microsoft computer and im getting a mac book pro soon. Is there an easy way to transfer my music from the microsoft to the mac? would i need to install zune on the mac? can i just put them on cd's and burn them onto the laptop? yea im just a little tech illiterate so if anyone could help me out thatd be great.