All models for Poser are in Wavefront Obj format, so you can use them in Cinema 4D.

1. If the model is already splitted in a .obj file and a Poser file (.cr2, .hr2, ...) you are ready to go. Otherwise drag-n-drop the Poser file into UVMapper (free Classic version) and export the Wavefront .obj file.
2. Import the .obj file in Cinema 4D and scale it up (factor 1000, Posermodels are tiny).
3. Apply the provided texture and transparency maps.

Most hair downloads in the Poser section are not whole models, but only new texture/trans maps for other models. Kozaburo and Studio Maya have some very nice and complete hair models for Poser.