Ah, the 2nd most frequently asked question..;)
1st- Poser has texture files (often .jpg, but sometimes .bum, .tif, .png..ok, I'm oversimplifiying, but anyway)..and these texture files must go along with the object sent from Poser to Bryce. You should have seen some messages saying that 'x needs the following file' from whatever directory, to bring that texture in. You can find Poser textures in RuntimeTextures directory of Poser.
As for the 'freaky' hair, dynamic objects don't export well or at all from Poser. If you're tweaking the figure in Poser, and the hair shows up as a white grid, chances are good that you won't see it when you get to Bryce. Sadly, sometimes you have to use stock hair to get away from 'ol Baldy'..;)
Now, there are options. Quickly, they are

1. Texture the 'statue' in Bryce (control +mouse click, select 'shoulder_01', choose a Bryce Material, etc)
2. Go to Freebies here and do a search for 'Grouper', a utility that automates a lot of the above
3. Get Daz Studio (free from Daz 3d), and export from there (they own Bryce, and there's a Importer plugin for Bryce from their site as well)
   there's more to it, but this should be enough to get you started..

I wish I'd said that.. The Staircase Wit

anahl nathrak uth vas betude doth yel dyenvey..;)