When attempting to export pose as .obj, it let's me save where ever. But when attempting to open in Bryce's Leo. I can't seem to find it, although I save it in Bryce. Also when attempting to open in Leo - the .obj isn't an option. Any suggestions?

You don't open an obj file in Leo.  The Leo icon is only for creating 2D picture planes.  In order to bring in an obj file (or any other supported 3D model), you go to File/Import Object, and import it from the directory where you saved it.

Then, you can select it and save it to one of your libraries once you have gotten it to be the size, position, and texture that you like.

Actually,..........what I do(and it seems to work well), is to save the .obj file from P5 in the P5/Runtime/Textures/aproppiate textures. This way when you load the object(using File/Import Object, as RM has suggested above), the textures will load themselves,........instead of getting some annoying dialog box saying Bryce can't find the textures.