Many of the free and commercial items you download are add-ons for other things--skin textures, clothing textures, faces etc. made specifically for different items. In the example mentioned, you need to buy the Millineum Girls package from Daz3D as Realmling says. A lot of the newer items you find in Freestuff here are for other commercial figures, so you'll see names like Mike 3 (M3), Victoria 3 or Victoria 2 (V3/V2), etc. Those are also availavbe from Daz. If you go back into the older freestuff you should find many things that work with the original female figure included with Poser 4, the P4 Nude Woman aka Posette and some for the other included figures and clothing. You shouldn't need to purchase anything else to use those. On the zip files, most of them do have the directories/folders for the files already setup and you can just unzip them to tous Poser 4 folder. Sometimes that's not the case and you may have to look at the included readme file and create the folders yourself.

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