In the Save EPS dialog you need to change the “extent” setting from “visible region” to “entire alignment”.  Also, it is showing the histogram (at the top of the alignment).  I think you mean the dendrogram (on the left of the alignment)?  Anyway, when you save EPS in this situation it should actually produce two files, one that ends in “-alignment.eps” (that contains the alignment) and one ending in “-names.eps” (that contains the dendrogram and sequence names).  Unfortunately it is an implementation limitation that it cannot produce a combined file, though in some cases it is useful to have the “-names” file available separately.

—Eric