According to the text file that comes with the figure, the OBJ file needs to be extracted before you can use it. Here's the text:

---

Before you can use Jezebel, you need to decode her object
file using Maz's Objaction Mover program. This is available at
Renderosity in the freestuff section, and also at the author's
homepage:

<a href="http://www.sandylodge.demon.co.uk/">http://www.sandylodge.demon.co.uk/</a><br></br>
To do this, run Objaction Mover, for the Seed File,
select:

RuntimeGeometriesP4NudeWomanP4NudeWom.obj

for the difference file (again your file location may
differ) :

RuntimeGeometriesJezebelJezebel-lemurtek.pcf

Now the box above the blue arrows, where it says Figure
file (greyed out), should contain:

RuntimeGeometrieslemurtekJezebel-lemurtek.obj

Click on convert. And you should be ready to
go.

Once you have all the bits installed and decoded, you can
access Jezebel from the Libraries window in Poser.<br></br>

---

Hope that helps.

Captain Jack