Michelle, my reply is based on what I'd do, what I already know - and, not having used the multiple images option, I know NOTHING about them - and what I believe a site visitor wants.

Starting with the visitor experience. I'm a firm believer that people seeking information on the web want it NOW (or preferably sooner!) whereas people seeking entertainment are prepared to wait. Based on that, I suggest that there is a point in your process where the information seeking turns to entertainment ie. they've followed through on a picture they like and will wait for the xl download to enjoy the bigger picture...but ONLY if you prepare them for it.

As I said earlier, my only experience so far has been in using _MED and _LRG as the suffixes in images/medium and images/large directories, and that works.

I suggest that you use the "larger image" link from your product_info page to show a _LRG image, but don't make that any bigger than 800x600 (stats show that roughly half of web users have a screen resoultion of that and roughly half have a resolution of 1024x768, so by sticking to the smaller, there will be very few people who can't see the whole image)

Leave the Close Window option as it is, but include a link in your description along the lines of "Click here to view a detailed, high resolution version of the image. Please note that this may take some time to display, and will probably require both vertical and horizontal scrolling" and link that to your _XL version.

You can even put up an estimated time if you wish - most decent image editors give you an estimate of download times.

Because I don't know if the multiple images can be used as links, one way you can achieve a graphic "zoom" would be to include a copy of your picture in the description, either as an image map with hotspots, or perhaps a little easier, as slices in a table.