Can anybody tell me if there is a way to set up your joints and such in C4D, and simply transfer it to Poser?  Or do I absolutely have to import my character to Poser, and redo the rigging in the Poser setup room?

Cinema 4D is using a different rigging system than poser.
And yes, you have to rig a Poser figure in Posers setup room.

Oh well.  I suspected that,  but I had hoped for a easy way out, since I don't really like the Poser setup room.  Thanks anyway, though. 

Small, but perhaps important correction:
Poser is using a different rigging system as most other 3D-apps :)

The only one who could give us an alternative seems to be kuroyume. His Interposer imports  Poser scenes, props or characters completly into Cinema4D in a way anything is editable nearly the same as in Poser. But, no way back to Poser at the moment. Anyway, it's more than worth to have a quick look on it:

http://www.kuroyumes-developmentzone.com/products_interposer_pro.html

ADP is correct - while everything else (modeling, material zone setup, grouping, uv-mapping and texturing) can all be done directly in C4D (if you use my free Riptide plugin), the rigging itself can't be done in C4D currently.  You'll have to use the Setup Room or .phi file or borrow some other figure's rig as a basis and then adjust in Setup Room and/or Joint Editor.