Hm, may I ask you a silly question - did you install Data Interoperability extension? Just thinking if you could miss it when installing the ArcGIS.
I am not sure how it works for the evaluation media - Stuart might help you here, but for "normal" system installation, at the ArcGIS 10 release, the ArcGIS Data Interoperability extension is a separate setup. This is available at your disposal on the ArcGIS Desktop media. I guess users who are licensed must still install the extension from its own setup.