I find a lack of depth in most of the poser figures on rendering.  (though pjz's look incredible, and its a feat I simply couldn't do in poser alone, take that advice!!).

If you have photoshop (or simmilar art program) simply using the burn tool underneath the upper eyelid to shadow the white and iris will give you the round effect your going for.  That is the only way I can seem to make them have depth.