Just for clarification, which version of Poser are you using and how exactly are you saving your scene?  Whenever I save a scene, I don't encounter any dialogue prompting me to select content.  The only feature that does that is the export partial scene where a dialogue panel will prompt you to select what you want to save.  Saving shader textures, on the other hand, should be done in the Material Room, not the Pose Room.  Although the files between the 2 rooms are similar in structure, there is one key line in the coding that defines how the file installs, either a MATpose or Material file.  As for the water plane, what render engine are you using, Firefly or Superfly?  The way the shader is composed in the Material Room may make a big difference in whether it will render properly or not.    Without seeing a screencap of that shader in the Material Room, I wouldn't know where the problem is.