Ok I'm going to contradict most of what 3DNeo said just there... No disrespect intended 3DNeo..

I always import with Poser shader Tree selected, have never once had a missing texture message, nor have I had OOm's or incorrect scaling on import. From what I've read elsewhere the scaling issue can be attributed to the wrong setting in your options, [1 selected instead of 0.1]

As an aside and a need for more info, which version of Vue and Poser are you using?
Currently I'm using Poser 7 and Vue 8.4 Infinite, although I also have 8.5 which is still buggy.
Maybe 3DNeo is talking about 8.5 which is why I'm not seeing issues when using 8.4....
I don't use 8.5 all the time yet because of it's reliability issues..

Injustice will be avenged.
Cofiwch Dryweryn.