Make sure that you have Poser file compression switched off.
Save the figure's materials as a Material Collection.
Open the Material Collection file (mc6) in a text editor, and near the top of the file change the word

materialcollection 

to:

figure

Resave the file as a .pz2 file and put it in your Pose Library.

PS: these are known as MAT poses. They are not officially supported in Poser, but everyone uses them.

"If I were a shadow, I know I wouldn't like to be half of what I should be."
Mr Otsuka, the old black tomcat in Kafka on the Shore (Haruki Murakami)