This happens to me ALL the time. It's usually after rendering a few times in separate windows. You CAN save the render. It's still there. Just select "save as" and usually you will get the right window to save it. (Not the pz3 one) Sometimes it will be 'render 1' or 'render 2' or whatever, and it will want to save a PREVIOUS render, not the one you just did! Make sure you're saving the right one. Poser sometimes keeps the previous one in memory. Sometimes just clicking the X to close out Poser will force it to save by asking you if you'd like to save the render (and the pz3, if you haven't yet saved it.) I have it happen so often I no longer am surprised when my render window disappears. =)
HTH,
Kacia