[pstricks] pst-pdf and auto-pst-pdf

[George]

I have some graphics in png format, and I have converted all of them
to eps. Both png and eps files are in the same directory, using
indentical (apart from the extension) filenames. I'm trying to get
pst-pdf or auto-pst-pdf to work but it writes a pdf that doesn't
include any pstricks diagrams, although png graphics are included.

When following the instructions from the website
(http://tug.org/PSTricks/main.cgi?file=pdf/pdfoutput) I get the
following warning:

Package pst-pdf Warning: pspicture No. 1 undefined.

and plenty more with different numbers, which, I suppose is the reason
I don't get any pstricks diagrams in my output pdf file.

Any help appreciated.