What hdr maps are you using? The ones that come with Carrara? I've never heard of hdri messing up transparency on an object.
Have you checked that BOTH light through transparency options in the Render room have been switched on?
Also double check that the transparency files have come over correctly from Poser to Carrara in the Texture room - look in the Transparency or Alpha channels.
Have you got any images you can post to show this problem?

Carrara uses polar hdr maps (AKA panoramic or longitude/latitude according to HDRShop), basically any hdr map fills a rectangular image space. The manual says Carrara hdr files should "completely fill the rectangle of the image", sort of like a photo. So look for that type of hdr file.