You can bring in an existing skeleton by loading the CR2 when in the Setup room.
Unfortunately doing so loads not only the skeleton, but the morph channels (and data) which probably won't be useful, so it's best to create a stripped down copy using a text editor beforehand.

You must make sure that the group names match the bone names (again it may save some pain if you do this using a text editor as Poser sometimes glitches when you rename bones).