While there are a lot of people who will want to sell you this information, here's how to rig a conformer (spent several minutes trying to find it, screw it it'll be quicker just to type it):

1 - Import your OBJ into an empty scene in Poser
2 - Go to the Setup room
3 - In the Figures library, navigate to your blank M4 rig and load it
4 - Group Editor -> Auto Group (ONLY in this case, because your model is very straightforward; otherwise you'd want to group it by hand)
5 - Go back to the Pose room and save the new figure to library
 
Done, you have rigged, congratulations.  There is more to it than this of course, e.g. adjusting joint parameters, but this is how you get a good starting point.  Points to improve would be things like removing unnecessary bones - although technically that is not required, it does make the conformer nicer to work with if you don't have dozens of junk bones that don't do anything - and adjusting joint parameters, something you'll probably have to do for this particular model to get the pauldrons to follow the shoulders and not get mashed.  See Phil Cooke's great video tutorials on all that.

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