You probably need to install Ghostscript,
Ghostscript is a suite of software based on an interpreter for Adobe Systems' PostScript and Portable Document Format (PDF) page description languages. Its main purposes are the rasterization or rendering of such page description language files, for the display or printing of document pages, and the conversion between PostScript and PDF files.
Source: http://en.wikipedia.org/wiki/Ghostscript
Edit:
Oh just noticed you've already installed Ghostscript. I'm not too sure then. A quick search found: http://www.gimpusers.com/forums/gimp-user/15141-gimp-2-8-2-eps-support which has
Clarification:
On Windows versions of GIMP (v2.8.2 and later) it no longer uses the GS_PROG variable to detect and load GhostScript, it uses a DLL instead.
If you have a 64 bit Windows operating system, 64 bit Windows version of GIMP 2.8.2 or higher, and 64 bit Windows version of GhostScript 9.06 or higher (do not try to mix 64 bit and 32 bit versions!) then try this:
1) Back up the libgs-8.dll file in the GIMP bin folder.
2) Copy the gsdll64.dll file from the GhostScript bin folder to the GIMP folder.
3) Rename the copied gsdll64.dll file to libgs-8.dll.
4) Restart GIMP.
If you're on Windows64 that might help you. If not you should probably ask over there, or on SuperUser, since this is more of a technical issue.