Depends on the model. Some models have gums and teeth that have holes in them. If they intersect another mesh you can sometimes get away with it but it's best to cap them.

 

Other models don't have eye sockets beyond the lids, those are also a problem and would need to be capped . 

 

So - cap or fill all holes

Make sure there aren't alot of really thin parts that extend away from the body - these tend to break

 

Make sure your model is welded - UVMapper can do this for you I believe.

and make sure you scale it up a little, as Poser's size is pretty small - though some places will do that for you at a price.