One thing I have noticed when creating figures/clothing or props for Poser in Zbrush, is that ZBrush will not remember materials when you finally go to export. This also goes for group names as well. I would strongly advise opening your model in UVMapper and setting up your different materials and groups into locations where it will be easy to simply select and re-apply the correct names before importing into zBrush (I don't know if this applies to full body morphs).
I hope this functionality is resolved in Zbrush 3.0.
Apart from this, Zbrush is just the best for creating not just morphs but new characters/clothing etc (cloth wrinkling is just like modelling in clay).
:-)
Simon