That's a bug in the Setup room, one that has persisted fro Poser 4 Pro Pack until Poser 7 Pro.
The Setup room automatically snaps the endpoint of the bone to the origin of the first child bone.
There is a way to work around this bug:

• first create a dummy bone, with the origin at the desiredplace of the head bone endpoint;
• then create the eye bones as children of the head;
• then delete the dummy bone.

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