[texhax] includegraphics command in graphicx

[Michael S Cloud]

Hi All

   I'm just starting out and I'm trying to do things that the manuals say work, and then gee what do you know, don't.  So this time I'm just trying to get an image made in a separate program to be incorporated into the document I'm working on.  So according to the easy starter guide that means I need to ...

\usepackage{graphicx}
.
.
.
\begin{center}
\includegraphics{filename}
\end{center}

So... doesn't work, of course.  I've come across many sources that helpfully explain that the problem is the eps file I'm including is not well formatted.  At this point I've used any number of programs to try to generate eps files.  I've used photoshop, illustrator, jpg2eps, ImageMagick, and others -- (I've forgotten the whole list since I put this problem on the back burner).  

So the question is, does anyone know how to actually do this?  I'd prefer to be able to include jpgs (the idea that you can't is just absurd).  Apparently pdfLatex allows this, but I'm Texnic Center and it doesn't appear to offer this.  I'm doing latex=>dvips=>ps2pdf (I think) when I compile.  I need to stick with this because I finally got pstricks to work with this setup and I don't want to have to fight that battle again.  

I guess the main thing I need is a tool that will take a jpg file and generate an eps file that will actually work when used in the \includegraphics command.  But if there's a way to be able to import jpgs I'd love to hear about it.

Thanks in advance

Mike