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Partial solution: turns out centering of the caption works fine when using the 'conference' class option (but not for 'journal' or 'technote'). And, of course, I lose options from formatting options in 'journal' that I'd like to use. So, it is not satisfactory.

The following text centers the ...

Thank you. Problem solved. In fact, two..
First, I realized on I don't have TeXnicCenter ver 1.0 RC1, but an earlier beta. I fixed that.
Second, I created PS file, then tried to convert to EPS via GSview - this does not work well. I now set uo a printer-to-file that creates EPS. This seems to work ...

Thank you, Thorsten.
1. I tried my doc with LaTeX=>PS. Figure did not show.
2. Created a MWE, and the above does work. So, something was wrong with my complete document (the example is too minimal).
3. While I create a minimal example that fails on =>PS, please show me if there is a way to define ...

A beginner looking for help:
Using MikTeX on Wondows XP, with TeXnicCeneter interface. Trying to insert a figure into a .tex document.
\usepackage{graphicx} is there. Inside the 'figure' environment I \includegraphics{filename.eps}. There's also \caption .
Compiling to PDF there are no errors. The ...