graphics for shape tweening...?

I now understand that shape tweening only works with vector graphics...so can you tell me, is there any way - or in what form, can I import vector graphics from say, Photoshop into Flash where they will then work okay with shape tweening..

I've just this minute tried saving images in EPS (hoping this would convert them to vector graphics) but when I brought them into Flash library, they'd changed to tmp.png and still didn't work...!

Any help here as I suppose my basic question is: how do you introduce any graphic (bitmap or vector or whatever) into the Flash library/stage - and they then work with shape tweening...???

thanks..

Struan