I'd suggest rendering your characters in Poser and backgrounds in Vue and then compositing the two in Photoshop or GIMP. This way, you can purchase one of the lower-cost versions of Vue or even Bryce and as long as you're matching the camera angle/FOV and the lighting as closely as you can, then you can be able to seamlessly composit the images together.

Compositing gives you a lot more control over your image without the headaches of trying to get programs to share data--as you have already discovered.

Posermocap - Motion Capture animations for Poser and Daz3D.