If someone is sending you any Encapsulated PostScript (EPS) files via e-mail, I'd definitely recommend that they be sent in some form of an archive. Not only is the compression likely to be useful, but it can also prevent them from being corrupted. EPS files are basically plain text, with some blocks of encoded byte values mixed in. For what ever reason, the process of e-mailing these documents can corrupt them; adding garbage to the beginning and/or end of the file. Perhaps it happens while being encoded/decoded by e-mail clients, or maybe in the process of being scanned for viruses. It does not happen to everyone, though... if it happens to you, and you can't get your source to quickly send you a replacement, here's a way to try to fix the file yourself.
First, be sure you have a backup of the file. Of course! Open the EPS file in a text editor. It should appear to start with some neatly ordered lines similar to this:
%!PS-Adobe-3.1 EPSF-3.0
%ADO_DSC_Encoding: MacOS Roman
%%Title: File-Title.eps
%%Creator: Adobe Illustrator(R) 13.0
%%For: Andrew Barber
%%CreationDate: 4/26/10
%%BoundingBox: 0 0 143 57
%%HiResBoundingBox: 0 0 142.4434 56.6699
%%CropBox: 0 0 142.4434 56.6699
...snip...
If you do not see anything like the above toward the beginning of the file, stop right now; something else is probably going on, and this procedure won't help you. However, what you may see is a line or two of apparent garbage preceding the "%!PS-Adobe-3.1 EPSF-3.0" line. The garbage might be on the same line as that correct starting line, so you may need to scroll to the right to find it. Delete all of the garbage before the percent sign.
Next, scroll down to the end of the file. You will see lots of code lines, likely some encoded blocks of binary data - but it should all be well formatted either as code or blocks of data. The very last line of the file should read %AI9_PrivateDataEnd, followed by a single line break. However, you might again see garbage starting on that line after. Delete all the garbage at the end, but leave that single empty line after the %AI9_PrivateDataEnd.
Hopefully that should do it; save the file, and try to load it again.