Completely normal. It sounds like you've got it set up correctly. The problem, not really a problem, is there are several wide screen formats. This is usually up to the directors discretion and if you see black bars, you are viewing the film as the director intended.
More about different aspect ratios here....
http://www.hometheaterforum.com/home/wsfaq.html
1.33:1 A standard television set; roughly equivalent to 4:3.
1.37:1 Referred to as the academy aspect ratio. The standard for films shot before the mid-1950s.
1.66:1 A bit wider than a standard TV, but not by much.
1.78:1 The dimensions of a wide screen television set; roughly equivalent to 16:9.
1.85:1 Popular aspect ratio for many movies.
2.35:1 Another popular aspect ratio for movies. <--- this is the one that put black bars above and below on wide screen tvs.
When the dvd says it was reformatted to 16x9, you are losing content. IMHO, it is always best to view a movie as it was intended. The black bars don't bother me in the least. If you darken your room a little, the bars should almost disappear anyway.
Zoom should never used except maybe occasionally for porn!
