I never used eps files in Premiere Pro before converting and sizing in Photoshop. My client recently set some supers in Illustrator, so I decided to give them a try in CS-3. They imported correctly and everything was ok. I decided to scale them larger with the inherent motion/scale command. I realized they had become rasterized on import...no big deal.
Looking at the help file...I came across this:
"Adobe Premiere Pro continuously rasterizes EPS images, so you can scale these files without pixilation." (you can search eps and find this under import)
So either I am doing it incorrectly or the help file is wrong. After Effects works no problem with vector graphics. Does Premiere Pro CS-3?