[texhax] Warning: empty pages and cannot insert PDF or JPEG picture ...

[Petar Milin]

Hello!
I am a newbie in Latex, finishing my second or third thing in it. I use
Tetex under Ubuntu 6.06 (Dapper). I run into two problems, while trying
to compile:
First, when I use bibtex, I receive warning: empty pages in two
references. I am using '\usepackage[longnamesfirst]{natbib}' and
'\bibliographystyle{elsart-harv}'. All other references are okay, and
the warning message disappears when I change 'elsart-harv' to, for
example 'apa'.
Second, I simply cannot insert picture in PDF or JPEG format. Only to
convert them into EPS beforehand. I use: '\usepackage{graphicx}' (or
'\usepackage{graphics}') and standard picture insertion, from a
guidebook:
\begin{figure}
\caption{\label{fig:distribution01} Title for the picture}
\begin{center}
\includegraphics[width=.8\textwidth]{jeff.pdf}
\end{center}
\end{figure}

\begin{figure}
\caption{\label{fig:distribution01} Title for the picture}
\begin{center}
\includegraphics[width=.8\textwidth]{jeff.jpeg}
\end{center}
\end{figure}

When I run latex <filename> I receive error message:
! LaTeX Error: Cannot determine size of graphic in paradigms.pdf (no
BoundingBox).

Only thing that I can do is to use '\usepackage{epsf}' and:
\begin{figure}
\centering
\epsfxsize0.9\textwidth
\epsffile{graph01.eps}
\caption{\label{graph:1} Examples}
\end{figure}

Can anyone help with the warning messages and to explain what I do wrong
with the pictures.

Thanks in advance. Sincerely,
Petar M