If dress is prop, either imported (.obj) or loaded from a Props pallet (.pp2), and pareented to some body part of the figure, then you should be prompted whether you want to save it as a smart prop during the save process, PROVIDED THAT you do NOT use the 'Select Subset' option when saving.

If the dress is a figure then you will not be able to save it as a prop, smart or otherwize. Instead, after loading it, use 'Conform To' from the Figure menu.