The door, windows and shadow problems suggest to me that your software isn't importing the geometry properly. I can only say that no one else has mentioned this problem to me before.

I strongly suggest you consider getting Poser 7. All of the old shadow problems of previous versions are now gone. Lighting and rendering are so much better it's hard to believe it's Poser, and it's got volumetric light effects. Needs a lot of RAM though. I've tried Daz Studio but don't like the interface.