To change the pen size, use the scrollwheel. If you don't have a scrollwheel, then [ will decrease the size and ] increases it. Scrollwheels are much easier though.
Also zooming is done in a special way by pressing 'z'. It isn't zooming in / out, it creates a zoomed in box. Hold 'z' and find a place to put the zoomed in box, and then click to make it stay. Pressing z again gets rid of it. You can press [ or ] will placing it to change the size (or possibly the scrollwheel, but this hasn't always worked for me depending on the computer)