The current version of Blender (2.45) offers several grouping options on import.

If you need to be able to load figures as a single editable mesh, then you still need to use UVMapper to save and restore the grouping.

Any Poser export will require welding at some point to produce a continuous mesh, but if at all possible work with the figures original OBJ from the Geometries folder.
If the figures original OBJ isn't a unimesh (like the DAZ figures), then your usually in trouble, and you'll have to cope with the mesh seams as best you can.