Dear Bill,
I've tried to put a println in setZoom(), and I'm sure it's called!

 public void setZoom(double z){
        System.out.println("setZoom entered");
        this.zoom = z;
        System.out.println("New zoom:"+ getZoom());
        repaint();
    }

It tells me that
1)the method has been used
2)zoom has been changed... apparently!

The "new" zoom will be used by the method paintComponent(), called by
repaint(), in JPanel_Zoom, which redraws the component according to the
new magnifing ratio:

public void paintComponent(Graphics g) {
        int w = this.getWidth();
        int h = this.getHeight();

        Graphics2D g2d = (Graphics2D)g;

    g2d.clearRect(0, 0, w, h);
        g2d.setColor(Color.blue);

        g2d.draw(selectionRectangle);
        g2d.setColor(Color.black);

        if (lines.size()!=0){
            int j = 0;
            double z = getZoom();
         // debug: zoom is still the same!!!
     System.out.println("Zoom: "+ z);
            for (Iterator i = lines.iterator(); i.hasNext(); ) {
                LineInt line = (LineInt)i.next();
                if (selected.contains(new Integer(j)))
                    g2d.setColor(Color.red);
                int x1 = (int)Math.round(line.px1*z);
                int y1 = (int)Math.round(line.py1*z);
                int x2 = (int)Math.round(line.px2*z);
                int y2 = (int)Math.round(line.py2*z);
                g2d.drawLine(x1, y1, x2, y2);
                g2d.setColor(Color.black);
                j++;
            }
        }
    }

I usually put a debug instruction in my code and, as you can see from
the comment... zoom is still the same!

Anyway, thanks for your help!