I have to insert some EPS images in my LaTeX-PDF document but I just can't do it

I've already tried everything I've found on the web in order to make it possible but nothing worked, so I try to write a topic myself, I hope you can help me...
My system is:
S.O. : windows XP
TeX distribution: MikTek 2.7
LaTeX editor: TeXnicCenter
What I've already tried (hopefully in the right way...)
- tried to use the package EPSTOPDF
- tried to use the package and the command EPSFIG
- tried to create a new output profile LaTeX=>PS=>PDF by myself
- tried to import a profile LaTeX=>PS=>PDF found in this forum
- tried not to write the .eps extension while calling the image
- tried to put my .eps files in the same directory of the main tex file
and probably other things... I'm so tired of trying and nothing works

I'd need a good method with everything explained, because now I'm so confused, I don't know what I should change in the package declaration, in the command to add the images, I just would like to be able to use EPS files.
Thank you so much for any helping!
lou