I assume we're talking about her left hand, and that you want it to be a fist?

I notice that when I used some 3rd party hand/pose files this can happen. I think something goes wrong with how the geometry is affected by the file. Occasionally it gets fixed simply by clicking on the affected part in the pose room - not sure why, someone else might be able to explain it better. If that doesn't work I usually try zeroing the figure using the hierarchy editor and then applying a different pose/hand file.

Best of luck.