This is really a PM question, but what I *think* you might be experienceing is not having your graphics preview options checked for 'normal' in PM.
Try File>Preferences>Graphics Display>normal (or standard - can't remember the exact term).
Alternatively, the problem may be version incompatibility. What version of PM? Illustrator? are you using? PM 6.5 needs to have AI files downgraded to V7 (or is it 8?). PM7 is a little more forgiving of the AI version.
You could try saving your AI files as EPS before placing them in PM.
Sorry to be a bit vague, but your post was a little short on details and I am guessing here.