The Matrix is just a modern pop movie about ancient Zen Buddhist ideas. The first movie I found exceedly good in conveying these ideas, and I have hopes that the second one will do equally well. So well did this movie integrate these ideas, that most of the people I've talked to about the movie never realized the movie revolved around a paradox.
In the first movie the hero, Neo, refuses to believe in fatalism and that his life is unreal in some sense. Later he finds out his life is unreal and an oracle demonstrates the power to see the future, implying he does not have free will. Still refusing to accept his life is fated yet having to accept that somehow it might be, he finally becomes enlightened when forced to choose to die and leave his love behind or rise to the occation.
Along with these paradoxical plot elements, the nonstop intense drama of the situtation clearly demonstrates the Zen philosophy of the movie. Buddhists believe this "reality" we experience is illusory and behind it lies a unified undifferentiated reality. You can claim it is obviously wrong, just a movie, but nobody can really prove that. Like Neo perhaps the best we can do is live our lives as if they are real until something proves us.