The shadows might actually be highlights, since Poser uses black for highlight color. You need to tweak Poser materials quite a lot  inside Vue to get them better. My advice is to use a granite function for the bump and for variable highlights.

You may want to check out SkinVue2, a python script written by Dburdick, that makes photorealistic skin for Vue5I. You need to be on PC, and it's available for a fee at www.cornucopia3d.com