epspdfconversion isn't working

I'm with a problem with the package epspdfconversion. I use the following preamble:

\documentclass[pdftex,12pt,a4paper,openany]{memoir}
\usepackage[brazil]{babel}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{indentfirst}
\usepackage{latexsym}
\usepackage{amsmath,amssymb,amsfonts,wasysym}
\usepackage{graphicx}
\usepackage[help]{epspdfconversion}
\usepackage[left=3cm,right=2cm,top=3cm,bottom=2cm]{geometry}
\usepackage[center]{caption}
\usepackage{color}
\setcounter{secnumdepth}{3}
\setcounter{tocdepth}{3}
\usepackage[all]{hypcap}


and when I try to add a figure:

\begin{figure}
\includegraphics[scale=0.5]{ocupfd.eps}
\caption{a}
\end{figure}


the program gives me the following error:

Package pdftex.def Error: File ocupfd-epspdf-to.pdf' not found


What should I do?

-
Are you calling pdflatex with the -shell-escape option? If you don't need any of the fancy options of epspdfconversion, maybe \usepackage{epstopdf} will do, without even the command line option, if your TeX distribution is recent. – egreg Nov 14 '11 at 23:39
@egreg How do I execute this -shell-escapeoption? – Rodrigo Thomas Nov 15 '11 at 0:24
It depends on your settings: operating system and editor. – egreg Nov 15 '11 at 0:25
I use Ubuntu, and TeXMaker – Rodrigo Thomas Nov 15 '11 at 0:27
@egreg Could you tell me how do I execute the -shell-escapeoption for the TeXMaker on Ubuntu? – Rodrigo Thomas Nov 15 '11 at 1:21

The epspdfconversion package needs that pdflatex is called with the command line option -shell-escape. How this is done depends much on what is the TeX environment one uses.
pdflatex -interaction=nonstopmode -shell-escape %.tex

The package offers many fancy options. If one doesn't need them and has TeX Live 2010 or later (or MiKTeX 2.9), it's easier to load the package epstopdf and the conversion will be done automatically, without the need of the -shell-escape` option.