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Thanks! I got it installed. Another question: When I use epstopdf I get a warning about 'Shell escape feature is not enabled'. I saw a similar thread on this error, but am still not clear on what it means / how to fix it.

OK... I want to install epstopdf for Latex (using MikTex obviously). This has lead to complete confusion, so I'll outline what I believe to be the major problems.

1) What files do I need? A Google search lead me to a bunch of files that I don't know what to do with. I did find the epstopdf.sty file ...