You cannot import a CR2 file in Blender. There's been an attempt to create an importer but it was never completed. You can import the .OBJ files that define the geometry of Poser characters. Use the File/Import menu of Blender and select "Wavefront OBJ". Navigate to you Runtime/Geometries folder and find the necessary file and import it in Blender. Be careful to not change the scale of the model and you'll be able to create derivate figures from it.
Take a look at some of my tutorials about this process: http://preta3d.com/wp/archives/category/tutorials

Good luck

Paolo

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