I'm not proficient with Wings 3D but I didn't get anywhere making the edges hard, but I did get the box to smooth out using the bevel tip.  The results of using bevel and loading the obj in Poser look exactly like the results using the free version of UV Mapper image above to split vertices before taking the SketchUp obj file into Poser 5, including some faceting inside the hole.

The hard edges attempt looked like I didn't do anything at all to the model and I tried it several times.  If all you do is select all edges, right click in the workspace, choose hardness from the edge operations menu and then pick hard, that's what I did, then exported the obj file. Could be operator error on the hard edges, I am just not that familiar with the software.