The headmorphs are compressed into a pmd file that the cr2 are calling.  
Anyway...the MorphExchange (Java app) extracts it into the cr2 again. 
But remember that I´m only talking about face expressions here, nothing else! 
Other Head stuff have to be created in the Face room in Poser 6...

Otherwise Miki and Koji comes without morphs. Just as V3 and M3. The rest have to be bought aside. As usual...

• V4 on the other hand comes with everything embedded in the cr2, just as V2 and M2 did:)