Here's a few ways to convert the shoes to smart props...
Firstly, this only works with "below the shins" shoes.
Any-who...
The first and easiest way is to convert them in an older version of Poser where the shoes still work. (Like P7)

1. Load up V4
2. Apply the foot pose
3. Conform the shoes
4. Select the left or right foot of the shoe figure. (There's almost never toes)
5. Select the grouping tool and choose "create prop"
6. Parent the prop shoe to the proper foot
7. Save it to your props library as a smart prop
8. Rinse and repeat for the opposite foot

In Poser Pro you'll probably have to create the props from the shoe figure and manually line them up with V4's feet; which can be a PITA
There's probably a better way to do this, but it works for me. The UV mapping should remain intact too :)