[R] Fidelity of lattice graphics captured to jpeg or png

[Rob James]

I am generating images via lattice from Frank Harrell's RMS package. 
These images are characterized by coloured lines and grey-scale 
confidence intervals.  I need to port them to Openoffice/etc, and have 
tried both png and jpeg (at high quality), but in neither format can I 
subsequently see the the grey scale confidence intervals.  Other than 
moving to LaTex, does anyone have other suggestions?