There is a problem with partial MAT files in P6 (i.e. those that don't specify the complete material, but just change a subset). Some work, some don't, and from my experience some work until you try a FireFly render - even those often work if you exit Poser and start again. I'm still experimenting, but the easiest workaround seems to be to change the extension from PZ2 to MC6 and put them in the materials library. This is suggested in the P6 manual.