This way all materials and textures will load into blender but won't be aplyed you'll need to do it manually, but it's not that hard just set one material and use link to object to set this material to objects that use the same surface (body, nipples, fingernails, toenails) and (eyelashes eyebrows, pubic) then if you modify let say the body material it will change in the same way for nipples, nails, etc.

For eyelashes and transparencies just consider the setings of the screen capture, pay special atention to ZTransp and Traceable in the links and pipelines panel.

Hope you understand my bad english, and if you need more help please ask, I'm just a begining but I'll be very pleased to help you, I'm very pleased with blender, it's incredible that such a great and full featured aplication is freeware.