To re-iterate the steps:
- Start Zune
- Turn off Data connection and Wifi on the Phone
- Connect the Phone with the PC (USB)
- Start the update search in Zune
- About 3 seconds later, disconnect your PC from the internet (Turn WLAN off / unplug your network cable).
- Zune finds NoDo-Update. Press OK.
- Connect to the internet again and install the update.