error in converting pdf formatted figure

[Wolfgang Engelmann]

A colleague of mine is not able to see a graphic in a float figure, if 
it is in pdf or eps format. png works. The error message is
error in converting (or something similar, he has German setting).
We have tried to compare my and his settings in the document and tools 
settings and did not find differences. We guess some converter is 
missing (although in his Tools>preferences>File handling> converters 
everything is set as is in my setting).
His fig.pdf output works alright in the exported pdf document.
What might be the cause?
Wolfgang