Excel Header & Footer picture formats

On a Mac one can insert a pdf or illustrator file of a logo into a header, so it looks perfect on screen and when printed. However, when this same file is opened in Excel on a PC the logo does not display (nothing is there) – I believe this is due to the PC version of Excel not allowing pdf or illustrator file formats.

This is problematic as pixel based image formats such as .jpg, .png., .tif (which are accepted), do not print sharply (they are fuzzy as are not vectors). Does anyone know the answer to this on a PC – seems a complete flaw?