Missing fonts when opening EPS files

When I export an image in *.eps format from another application (R or Sigmaplot), then open it in Photoshop CS2, I get a warning that my machine does not have the fonts used in the image. I am given the options to CANCEL or CONTINUE to rasterize (no choice of replacement font). The replacement font looks like Courier (or something similar). The EPS font looks like Arial (or a similar sans serif). Photoshop 6.0 would not allow me to choose a replacement font either, but it always chose one similar to the original. I use PS to change the resolution for publication in science journals and they frown on serif fonts. Probably not your typical forum problem, but any ideas out there?

Why are you rasterizing perfectly good EPS files?

If there's no problem with them, you're making work for yourself and if there is, Illustrator would be a far better application to be opening them in.

Bob