Those shoes are probably far too big.

The process of modeling clothes for Poser is as follows:

step 1: IMPORT the .OBJ file of the figure you want to model clothes for into 3D Studio Max.
Scale it up by a factor of 100 if you work in inches in Max, or 254 if you work in centimeters.

step 2: Model the clothes around the figure.

step 3: Export the .OBJ file. Scale it DOWN on export with the same factor you used to import the base figure model.

step 4: IMPORt the exported .OBJ file into Poser.
Make sure you UNcheck the "Percent of figure size) checkbox - you don't want Poser to rescale the object!
Also make sure you UNcheck the "Drop to floor" or "Center" options - you'll want the .OBJ to appear EXACTLY where it was modeled.

Now the question is, do you want the shoes to be a conforming figure, or do you want them to be smart props? If the shoes are low and don't touch the shins of the figure, you can make things easy on yourself by separating the imported shoes into a left shoe and a right shoe prop.
Then you can load the figure they're designed for (V3 or V4). Disable inverse kinematics for the figure and set the figure in zero pose (all rotations, translations at zero, all scales at 100%).
Beware: not all figures load in zero pose! So check.
A fast way to do this is by opening up the Joint Editor window while the figure is selected (inverse kinematics already off), and pressing the "Zero Figure" button.

Now you can parent the left shoe to the figure's left foot, and the right shoe to the figure's right foet. Make sure that "Inherit parent bends" is checked.

Last: save the props to your library. Poser will ask whether to save them as smart props, choose Yes.

If your shoes are higher, e.g. boots that cover at least part of the shin, you'll have to make a figure. The procedure is quite different.

Make sure you have your shoes object selected. Then switch to the Setup room.
Poser will warn you that you're about to make a figure - well, that's what you want!

In the Setup room, pick the figure the shoes are designed for from the library palette. In the case of Victoria 3, pick V3 Blank, in the case of Victoria 4, pick V4 Dev Foundation.

APPLY the figure. THat'll give your shoes the correct bone structure.
You'll see that your shoes get far more bones than they need. You can delete all bones above the hip, but you must keep the hip, buttocks and thigs.

Now select your prop. Use the dropdown menu; don't click in the window. Before you know it, you'll have moved a bone, or the mesh itself, and that'll seriously mess up the procedure.
Open the grouping tool and choose AutoGroup.
You'll get groups in your figure for lShin, lFoot, lToe, rShin,rFoot,rToe.
Select each of those groups, and check if the red polygons are the correct ones.
AutoGroup tends to mess up a little, so correction here is necessary.

Instead of AutoGroup, you can also create the correct grouping in 3DS Max. Just split your mesh in separate mesh objects, one for each Poser body part, and name the meshes for their Poser body parts. Careful: names are case sensitive!
I personally do the grouping this way, in Max, because Max offers far more control over selections than Poser.

Alright. Once the groups are in order, you can switch back to the Pose room. If everything is alright, you now have a figure for your shoes.. Save it to the library, then load a figure (V3 or V4), and conform the shoes to this figure. Should work.

Whenever you bend toes or feet, you may find pokethru or "spikes". This means you'll have to tweak the joint parameters of the shoes. A lot of work, but necessary to make the shoes work as they should.

When the joint parameters are done, save the shoes back to the library as a Poser figure.
Next step is the morphs. V3 and V4 have morhps in shins, feet and toes, your shoes should have matching morphs.
There are several ways to create those morphs. Within Poser itself, using magnets and /or the Morph Brush, or using 3DS Max. "Modeling" a morph is a lot of work, whichever way you do it.

But if you REALLY want to know all the ins and outs, you should buy the book "Secrets of Figure Creation" by B.L. Render. It's a bit older by now (based on Poser 5), but all the info is still valid. Not for the faint of heart though, it is quite technical.

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