It's an inaccurate message. What it actually means is that Poser can't find the obj file for the CR2 (or whatever item) you are opening. If you open the CR2 (or other Poser libray file) in a text editor, one of the first lines is the reference to the obj file. Make sure the obj that its looking for is in the directory path indicated by this reference in the CR2.

Hope this helps.