Bug: Zoom to Select Features does not work
This issue is addressed with ArcGIS 9.1 Service Pack 2 (SP2).When clicking the Zoom to Select Features button or selecting Zoom to Selected Features from the Selection menu, the map does not zoom to the selected features. However, the Zoom to Selected Features option works when right-clicking a layer, and selecting this option from the Selection sub-menu.
There are broken data source references (broken links) in the map.
Download the Service Pack through the link in Related Information, below.
In the event you do not download the Service Pack, check for layers with red ! next to the layer name. Set the data source for these layers or remove the layers from the map. Click this link and follow the instructions: How To: Remove red exclamation points and relocate an ArcMap data source.