One thing that I absolutely love about Mac OS X is that every application can natively deal with PostScript and PDF because the Mac OS X rendering system, called Quartz, is based on PostScript. This is very useful if, for example, you need to include OmniGraffle figures in Latex documents. However, the Microsoft Office suite does not use the Mac OS X specific APIs, and thus cannot take advantage of this. The most annoying problem is that you cannot include PostScript images in Office documents, and then print them to PDF. Instead of your image, you get an ugly box informing you that the figure will only appear if printed on a PostScript printer. However, I just recently found a way to allow you to get EPS images included in the PDF. Unfortunately, it is a little convoluted, but it does work.
This hack requires that you have a PostScript printer driver configured in Mac OS X. Most high quality laser printers are PostScript printers, most cheap ink jets are not. Luckily, you can manually configure a PostScript printer, even if you don't own one. If you already have a PostScript printer, skip down to the next section