However, before you can plot to EPS, you must first set up and configure a PostScript plotter on your computer. By far the best way to create Encapsulated PostScript files from AutoCAD via the Plot dialogue box.
However, as you may have discovered if you have tried, this option often gives less than satisfactory results.
AutoCAD does allow you to export your drawings to the PostScript format, see the Exporting to EPS section of the AutoCAD to Photoshop tutorial for details.