Are you using a Mac? 

 - Just a guess... 

I noticed that in the download zip files (for example Kyoko hair), he includes an extra folder called, "XtraStuff.Mac".  It only contains the Character and Pose stuff, but not the Geometries and Textures.  Is it possible that you forgot to copy over the Geometries and/or Textures stuff from the main "Runtime" Folder?

Kyoko hair works just fine on my Windows machine.  I'm downloading a free copy of Poser 5 for my Mac to test it out.  (How fortuitous that Content Paradise is giving it away for free!)  I'll let you know what happens!