If you are planning on hosting EPS or AI files on your website you might want to keep in mind that Internet Explorer doesn't correctly handle these postscript files.  I can confirm this with Internet Explorer 6 and the current Beta of Internet Explorer 7.

When you attempt to download an .eps file with IE it will save as a .ps file and it will save an .ai file as a .pdf.  This problem doesn't effect Opera and Firefox, of course.

Microsoft does have a relatively poor work around for this.   The first I found was Q180030 , 'Encapsulated PostScript file extension changes when downloaded'.  But whilst it says it applies to all versions of IE, the instructions are in no way relevant to Windows XP.  I'm not sure which version of Windows it is for.  The second I found was Q329714, 'Internet Explorer 6 may [will] change a file name extension from .eps or .ai to .ps'.  This involves modifying the register which seems like a less than suitable solution for a simple problem that effects all IE users.  The modification also restricts you to fixing the problem for either EPS files or AI files - not both - and involves removing .ps from the postscript MIME type.

So, if you intend to host EPS or AI files, I recommend you do you visitors a favor and zip the files so they can download them correctly. If you are someone trying to download these files, you might prefer to simply rename the file to the correct extension once it's downloaded.