No, because they are coming from an infinite distance outside of the scene. What you want is Poser 7, which should have point lights with shadow maps. Short of that, you can get Poser 6, which has pointlights, but they only cast raytraced (sharp) shadows; or you can get Cinema 4D, Carrara, or one of the other more complete 3d packages. Most of these have point lights that can cast shadowmap shadows, or some form of soft shadows. I share your frustration with Poser's lighting system. Throw a couple of figures and a few props into a scene, and you can get excellent results provided you know how Poser's lighting/rendering works. Try and put anything inside of a building or other enclosure, and you're in for a hell of a lot of pain, unless you render in passes/layers.