[protext] embedding a picture(*.eps)

[Karl Berry]

    You should be able to convert from EPS to PDF using
    the epstopdf utility. Unfortunately, that's a
    command-line utility, and I don't if there is a
    graphical front end for it.

Siep Kroonenberg has written a GUI graphics conversion program for
Windows (and other platforms):
http://tex.aanhet.net/epspdf/

Best,
k