Have you uploaded the images in 3 different sizes to the correct folders or just the 100x100 images to the /images directory? Zen will take a large image and scale it down using the proportions but it will not enlarge a small image unless the larger image is there with the same name and uploaded correctly.

It's all in the placement in directories by sizing the images and then you won't need the proportional images setting at all. Search the forum for calico_cat and you'll find a great tutorial there.