Xbox controller not connecting

Leave the Xbox controller plugged into the Zen the whole time; only the cables come out.

1. Unplug the CONSOLE/PC cable and the PROG cable from the Zen.
2. Give the Zen a few seconds to switch off.
3. Reconnect each cable to the port it came from.
4. Controller still unresponsive? Hold its Xbox button to turn it on.
5. Still failing? Do a hard-reset, then start again from step 1.