You might have to edit the skin using some image editing software.

With Bryce, you can make spheres with a glass material and use that for bubbles. I think there's a horse that comes with Poser. There are some models for water splashes, will have to search around for them--usually for fountains or waterfalls. Best advice would be to make the splashes yourself... the Bryce terrain editor would be the first tool to use, or use another 3D app, like 3D Modeler Pro, to make the splashes. The Bryce metaballs are good tools to use for splashes and even bubbles--big bubble blobs.