That's unusual alright! Why not save them as EPS files with JPEG encoding? In PS, choose Save As... blah blah, and click Save. When the EPS specific options dialog appears, there's a section called 'encoding'. Normally, you would set this to ASCII or Binary, but there are options to save it as JPEG too. The final file size is similar to JPEGs, but the EPS format will also include a preview image that Quark will use.
Hope this helps!