Hmmmm,......

well, I 'thought' that paint shop pro could handle them fine....
I'm sure it can, but maybe it's just not as obvious how to get them to work how you need as it is in photoshop or illustrator. I use those two programs much more than paint shop pro (ok, I can't count the # of times I've used Paint shop pro on one hand..), but when I open an EPS file in PS, it immediately brings up a dialog box to ask me at what resolution and DPI I want to open the file. And that way I can get it up as big as I want, and then I can always shrink it down later if I need to, etc. even after working on it some.
So, try looking for some options for what size to open the file when you are loading/importing it. *shrug* again, that's been my experience, but I'm no graphic designer.