Well if you want a light bulb effect, you ought to use a point light, which simulates a light bulb in that it emits light in all directions. You'll need to adjust the falloff settings, which would be Distant Start and Distant End in most versions of Poser.
Supposedly Poser 8 has better light falloff, but I don't t know what those settings are called or even if they work right.
For accents, you'd probably get better results with spot lights.

Step 2 would be after you get your lights set up, spend hours and hours and hours trying to get it all to look right...

Which leads directly to step 3, which you already alluded to: export everything to another 3D app... where you will quickly get far better results with far less aggravation.

It's not impossible to get good results with lights in Poser, and a lot of people do, and there are a lot of threads here about it. But it does take a lot of work and a lot of research and a lot of experimenting, so if you're not into that (like I'm not), exporting is a better idea, IMO.
Poser has too many limitations for large scenes requiring complex lighting, particularly outdoor scenes.