At 10, use Selection > Selection Options > Scale selection symbols when a selection is set.At 931sp2, there will be a registry setting to scale selection symbols when a selection is set. See Knowledge Base Article 37959.For ArcGIS 9.3 SP1, 9.3.1 and 9.3.1 SP1, use the Desktop Feature Selection Symbol Scaling Patch:http://resources.arcgis.com/content/patches-and-service-packs?fa=viewPatch&PID=17&MetaID=1627