If you have PoserPro (10 or 11) you can use Export Figure Mesh to GoZ. It will allow you to send the mesh with either part grouping or material polygrouping. If you're worried about accidentally modifying something you don't wan to modify, just hide the polygroups before Zbrushing. Be sure to unhide before using GoZ to send the morph back.

With this method, Poser and GoZ handshake to save you the effort of worrying about welding/grouping/exporting/importing/etc. It also allows you zbrush on a posed figure (not just the standard "T" position.)

(The other methods work great too, but I like that GoZ handles the import/export pipe for me.)

-K