EEProbe is a Linux software package for EEG acquisition and analysis that was originally develloped at the Max Planck Institute in Leipzig, Germany (there known as EEP), and that is now further developped as a commercial product by ANT Software in Enschede, The Netherlands.
EEProbe stores its continuous data in a file with the extension *.cnt (not to be confused with the Neuroscan *.cnt format). The *.cnt file is a binary file and the data in it is compressed, which makes reading the data in your own software quite difficult. The file format for averaged ERPs (*.avr) is also binary, but not compressed. Furthermore there are files that contain event information such as triggers (*.trg) , rejection marks (*.rej) and some others.
ANT has released a library with c-code (cntopenlib) to its customers, containing functions to read the header, the binary data and to decompress the data. I have used that library to make two mex files to import the binary data into Matlab, you can download those functions here.
Note: since the release of EEProbe 3.2.4 in March 2004 the binary format of the *.avg files has been slightly changed (they now also contain history information). No new version of cntopenlib has yet been released, and therefore the mex function cannot always read the averages properly. You can use the "avrstrip" program from EEProbe to remove the history information, the resulting file can be read into Matlab.