(Sorry about the double backslash the forum software usually messes with them)

The material blocks in Poser files usually contain lines like this one (a relative path) :-
    textureMap ":Runtime:textures:aDirectory:aTexture.jpg"

sometimes the "real" location of the file on the creator's machine ends up in the file, e.g.
    textureMap "D:SomeDirectoryAnotherDirectoryRuntimetexturesaDirectoryaTexture.jpg"

When Poser tries to load the texture if the path is like the above (an absolute path) it attempts to access the drive and directory mentioned, which very likely won't exist on anyone else's machine.
If the drive is a CD or DVD drive that doesn't have a disk in, Windows will complain.

What you need to do is edit the file to change the absolute path into a relative one.
The easiest way to find absolute paths is to search for ""s in the file, as the only time they are present is when there is a problem with a texture path.