Yes, if you have parented the prop you will get a prompt upon saving to the library to save it as a smart prop. Selecting this option will ensure that when you reload it, it will be parented as before.

A rider to this is that if you save a group of props by using the "Select Subset" option they unfortunately loose their smartness and become dumb. Its a feature of Poser. The only work around is to edit the smartness back in manually in a text editor.