I am trying to insert an image into my document. I tried following formats: PNG, JPG, PDF, SVG (using inkscape) and BMP. No matter what I do I get following error:

> 
> LaTeX Error: Unknown graphics extension: .eps.
> 
> 
> 

I do not want to include any eps file as I am using pdflatex!

What am I doing wrong? Why is LyX even mentioning eps files?

Edit:

When I try to insert PDF (for the first time) as graphic I get following error:

> 
> No information for converting pdf format files to eps.
>  Define converter in the preferences
> 
> 
> 

Edit:
Win 7 x64 
The latest:
LyX 2.0.2-1
ImageMagick 
MikTeX
Aspell
Ghostscript
GSview 

I was able to compile my document using ps2pdf!