[OS X TeX] Using eps files

[facenda at us.es]

Hi all,
I have a problem with eps files. I have a file, figure.eps
I think that texshop 2.33 converts this file to pdf when I compile the document with the order  \includegraphics[]{figure}.
But I get the error

! Package pdftex.def Error: File `figure-eps-converted-to.pdf' not found
See the pdftes.def package documentation for explanation

Any help would be appreciated
Thanks in advance,
José A. Facenda