Oh poo...

That's exactly where I looked and it wasn't there for me.
It must be something that I am doing wrong.

Which version of FaceShop are you using ?
Did you use the "Victoria 4" option in FaceShop, or did you export your own head obj from Poser ?
When you had finished doing your bit in FaceShop did you click on the "Export OBJ" button from the FaceShop interface ?

Thanks,
Andrew