when you use the zoom tool, it just zooms in on the footage you've already shot, like when you use the digital zoom on your camera, this means the image is just made bigger and the resolution stays the same, so it appears all pixely and low-res'. Like sitting really close to your TV.
The solution is to zoom with your optical zoom on your camera, this uses the lenses to actually zoom, rather than just making the existing image bigger, this is probably what they do on the documentaries to keep the image clear.
Although, zooming when you're filming usually looks a bit crap, it's normally best to set your zoom before you start recording then leave it alone, or at least plan the zoom carefully if you want it to look professional.
Panasonic SD9, Panasonic NVGS-75, Canon MV600i