In that case, you'll still have to use the "Spawn Props" button.
It'll create five props called Floor, L_Wall, R_Wall, Back and Ceiling.
Next step is parenting: parent all the props to the Floor prop (Object->Change Parent)
Then select the Floor prop and open the Hierarchy editor. There's a button "create new figure" on the Hierarchy editor, which should be enabled when you have the Floor prop selected.
Click that button, give your figure a name, and you'll find the figure in the New Figures library of Poser 7.

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