0 margin for creating eps files

Dear all,

I am trying to create eps files of R plots (in Linux) so that I can import them into Word
(obviously in MS Windows). What I would like is for the files to be cropped so that there is no
margin around the actual plot, because I have no way of editing the files after they have been
created. I have tried using

par(mai=c(.75,.75,0,0))

in order to reduce the margin; it works fine when I create a plot on the screen, however when I
use

dev.copy2eps(file="FILENAME.eps")

to save to the eps file, the margin has returned. Could someone please tell what I am doing wrong,
should I be using different parameter to set the margins of the eps files.

Any help would be greatly appreciated.