Hi Morten.
You can import an eps or ai file using the File/Import/Paths option. In the case of an AI file you should then be able to scale it and extrude it. You might want to save a copy of the original file using the older AI format.
For PSD, since that is a raster file, you can load it as a background image and then model a new version using it as a reference.
Here is a tutorial on how to set up a background image in Blender:
http://preta3d.com/wp/archives/91
The tutorial shows how to use a movie clip or a image sequence but you can simply avoid setting the number of frames and use the image option. PSD files are supported.
Hope this helps.
--
Paolo Ciccone
Pret-A-3D
http://www.preta3d.com
http://www.paolociccone.com
