To export a shape to a EPS file, the first thing to do is to install the Ghostscript support. You can do this using the following page. Then download CutePDF Writer. Follow the directions in the image below and after you set up the virtual printer, check Print to FILE in the Print window. Save the file as PRN, then click it where it is saved, press F2 and replace PRN to EPS and that's it. It might sound complicated, but it's extremely easy and it works.