since both are products of Adobe am pretty sure Illustrator can save in a format which is readable in photoshop. i don't have AI installed or i could have helped. have you tried to see of you can save as EPS ? (encapsulated postscript which is readable on Photoshop)
heheh oh ok, i see, am currently doing a google search but to no avail,it's either not free or does not support .ai
check THIS page if you can find anything useful mate