The materials that load with the Gorilla (and the included mat files) are about as rudimentary of Poser materials as you can get. Except for the eyes, teeth, and nails which have some scatter things attached, the main skin/fur materials don't require the alt diffuse connection at all. It's not doing anything...

You can disconnect the connections from the alt diffuse for all of the skin and fur materials and change the diffuse value to 1 and get the same render result but with shadows. Leave the eyes, mouth, and nails as they are.