For all other file types, Previewing in SaveImageEnDialog pops up a viewer and an image shown at 100%. With PDFs, the viewer displays the same stamp sized image as the one imbedded in SaveImageEnDialog. One must play with the zoom factor etc. to get the Preview right.
Is the iepdf32.dll in the folder with the exe? Can you attach a screenshot (so I can confirm whether it the standard or the Advanced dialog that is displayed)?