You can import it into Bryce as a 2D picture, not a 3D object. In Photoshop, select the background all around the figure and save the selection. This becomes the alpha channel that Bryce needs for transparency. Save the file in Photoshop format (ie .psd).
In Bryce, in 'Create' mode, click the 'Leonardo' figure. In the screen that comes up, you'll see three large squares (with the Leonardo pictures in them) and a bunch of smaller squares below. The first small square should have Leo in there too. Click the second one and locate the image file you saved in Photoshop. It should load the image into the first big square, the alpha channel into the second, and the figure with transparent background into the third (the result of the first two combined. Click OK and your figure is in your scene.
Don't know about Poser, don't use it. Good luck with it.