The EPSF filter does not export Rounded Rectangles correctly. If a Rounded Rectangle has Round Ends turned on (from the Round Corners dialogue box) and is saved out as an EPSF file, then imported (either into MacDraw Pro, PageMaker or Quark Express, etc...), the arcs will shift when they are printed. The rectangle will look fine on the screen.
A workaround is to use a custom radius for the rectangle. This should allow the rectangle to export properly.