Steve Shanks
I did a tutorial on bringing Poser figures in Cinema 4d V5 a while back but with version 6 now released things have changed. V6 now handles Wavefront OBJ's beautifully so this will be a quick, simple tutorial.
Set up your figure in Poser and do a quick render to check that everything is okay, then go File/ export/ Wavefront OBJ and leave the settings in the final box at the default. The only part that really matters in that box is the "Weld body parts" section, but more on that later.

Now open Cinema 4D XL V6 and go File/ open and select the OBJ you saved from Poser, as you can see from the image below the figure has come in as 4 objects, the woman, 2 shoes and a dress.

Now by changing the export box in Poser we could bring the model in as one object or multiple as we have here but it doesn't matter as Cinema can now handle multiple materials on one object. Go into the Object manager to Object/ group objects and drag select all the figure parts, it will now be called "Null object". Double click on the text and call it "Woman" Now to texture her in the material manager you'll see lots of spheres,

double click on the first one and the material editor will pop up.

My first material is for the dress so check that you have color selected (it will look indented), and hit the image button, then find the texture for the dress if it's in a different folder, cinema will give you this warning.

Click on yes to create a copy in the OBJ folder then uncheck the Specular box as we don't want a shiny dress. Now don't close this material editor window, just go back and click on the next sphere which in my case is the shoe heel. Once clicked on the material editor changes to this items properties, so this time change the color as we have no texture for the shoes. Carry on through all the spheres until you have color or textures on all the parts, remember to remove or change the specular on different items as need be. Now I have transmapped hair on this figure so when it comes to texturing the hair you need to check the Alpha box and add the trans map via that section. That's it, you'll now have a fully textured Poser figure in Cinema 4D XL V6. I recommend you scale up the figure by 500 to help make lighting and adding any Cinema built objects much easier.
Here is a Poser figure placed into a cube with 3 sides removed and 2 lights added click on the picture for a larger version.

More information on Cinema 4D XL can be found here
Maxon-Computer
More information on Poser 4 can be found here
Curious Labs
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