The following minimal code using the chemnum package was designed to replace TMP1, TMP2 and TMP3 in an eps file made by ChemDraw by numbers:
\documentclass{article}
\usepackage{graphicx}
\usepackage[runs=2]{auto-pst-pdf}
\usepackage{chemnum}
\newenvironment{scheme}{}{}
\begin{document}
\begin{scheme}
\cmpdref{ref:nucleophile1}
\cmpdref{ref:nucleophile2}
\cmpdref{ref:nucleophile3}
\includegraphics[scale=0.6]{aziridineopening}
\end{scheme}
\end{document}
A copy of the eps file can be found here. Is this problem due to my eps file or my code?

user1281358:-) For me, your example works as expected: could you add\listfilesto your input and edit the file list you get into the question? – Joseph Wright♦ Mar 25 '12 at 10:44Package etexcmds Info: Could not find \expanded.Could this be of any importance? By the way the schema was taken literally from a peer-reviewed article. – ErwinL Mar 25 '12 at 11:17\usepackage[crop=off]{auto-pst-pdf}and see if that helps?pdfcropis not always successful on Windows, at least for me. – Joseph Wright♦ Mar 25 '12 at 11:24\usepackage{epstopdf}to make it work. – ErwinL Mar 25 '12 at 11:26