Yeah we'll need more info than that to suggest full solutions.
I'm guessing you are printing vector images in Indesign (from illustrator or flash?)
Photoshop doesnt' handle importing vector images so it rasterises them (which is the pixelation) you should however be able to adjust the quality of the rasterisation (the high DPI you choose the smaller and smaller the pixels are until they are unnoticeable).
now the grainy issue i'm not sure about. If you are doing gradients or patterns in vector can be rendered badly in different applications (the usual one is banding in gradients) but grainy i haven't come across.
give us more info on the file, images in that file, apps used to create those images and we may come up with a solution
WEZ!
