How to use special characters in xfig

I am trying to write special characters in xfig. I am putting character code within $ sign, as normally done in latex > $x_1$ or $\mu$ or $\sigma$ I tried setting Text Flags, Special Flag = Special, but it didn't helped. When I export the file in .eps format, characters appears as it i.e. $x_1$ or $\mu$ or $\sigma$. How to resolve this issue.