EPS Shrinks Numerals

[Bruce Pourciau]

Using Mathematica I created a figure that contains axes labeled with  
numerals. When this figure was saved as an eps file, included a lyx  
file, and then printed (after View > pdflatex), the numerals in the  
output appear to be about twice the size of the originals in the  
Mathematica file.

Does anyone know what's going on here and whether this behavior can  
be stopped or controlled? I would have tried saving the figure as a  
pdf file, rather than an eps file, to see if that helped, but  
Mathematica does not offer that option.

Bruce