this is what I use to include the figure:
\begin{figure}
\begin{center}
\includegraphics[height=7cm]{4_200_9_CLOSE_A.eps}
\caption{\textit{\label{F:4_200_9_CLOSE_A} TEXT}}
\end{center}
\end{figure}
This is what it looks like:

and this is my preamble:
\documentclass[a4paper,12pt]{article}
\usepackage{graphicx,amssymb,amsmath, fancybox, boxedminipage}
\usepackage{psfrag}
\usepackage{graphics}
\usepackage{subfigure}
\usepackage{pstricks}
\usepackage{placeins}
\usepackage{sidecap}
\usepackage[it,small]{caption}
\numberwithin{figure}{section}
\numberwithin{equation}{section}
Can anyone help me please?