Best image format to use in Word header/footers?

I'm using MS Office 2011 for Mac, and want to know what would be the best image format (jpg, eps, tif, etc.) to use as a "background image," placed as a header/footer in a document? I had been using hi-res jpegs, but when I email the doc to a PC user and they open and edit the text, they notice a considerable lag, especially on docs with multiple pages. Any ideas? Is it some sort of weird mac-to-PC image compression issues? Thanks.