Pen Tool not sizing correctly.

I have been creating images for quit some time using the Pen Tool in Illustrator, and never have I had this problem. At this time I am using CS5. My problem is that the drawn line won't reduse in point size  when I shrink the total image. I have gone into the prefrences and checked to make sure the "shrink point size of  vector" is selected. Is there something I'm missing? How can I solve this problem?

Elaine