Hi, mrpeabody..

I know exactly what you want to do, but since I don't have access to 3ds max I can't advise you too well..

But what martian_manhunter suggested would probably solve your problem.

Background: In the majority of 3D apps that I know of (limited, but non-the-less spans a fair few), the separate objects of a model, when exported as .obj files, are consolidated into a single mesh.

Unless anything in the export options allows you to "make each object into a different group" (or similar wording) then the result will be a .obj file with no groups.
You have to assign the groups in the modelling app (one to each object you have in your case) before exporting.

The easiest way (again, in the apps that I have) is to give each object a different colour. It doesn't matter what the colours are, just so long as they're different. The app should then, on export, create the groups for the colours in the .obj file.

Then, after importing the resulting .obj file into Poser, the groups should be available in the Mat room. Exactly what they'll be called will depend on a) how the app decides to name them and b) whether the app allows you to rename material groups...

Of course, all of the above may be totally redundant if I'm barking up the wrong tree, 'cos I can't test it out - but...

Cheers anyway,
Diolma