I have a couple of thoughts, not sure if any of it is relevant.

Are you trying to import the animation? If so, you need to put the pz3 (or a copy) in your actual Poser folder (for me: c/Program Files/Curious Labs/Poser 5). When you import, it will ask if you want to bring it in as a single mesh or in parts?

Sometimes I export a figure as on obj to import to Vue (I'm using P5 and V4Pro), and I deselect the "Universe" box (I think that's what it's named... the top box) in Poser and then select just the things I want to export. But that's worked pretty much no problem.

Above you're showing an "unsupported jpeg" error, which I only get on certain jpegs -- no idea why -- but usually can be fixed by closing and restarting Vue (damn memory leak).

Those are some of the things I stumbled around trying to work out...