I'm not very knowledgeable about Mat pose files, so this is my best guess, not gospel, but I think that the location of a file in pz2 (on a PC, don't know about Mac) can be specified in one of at least three ways 1).

bumpMap ":my.bum"

I think this would tell Poser to look in the Textures folder and its sub-folders. 2).

bumpMap "C:Poser 4RuntimeTextures01V2AnnaVhedTex.bum"

An absolute path, in normal Win format, the file would have to be in exactly the right location to be found. 3).

bumpMap "GetStringRes(1029,53)"

This in internal poser language, the best way to handle this is probably to convert it to one of the other formats.

OK, try this. When it's trying to load the BUM, does it display an Open File dialogue box with the name of the BUM at the bottom? If so just find the bum and put it in the location that the dialogue box opens in. If not, open the Mat pose file in a text editor and use its search facility to find "bum", that should tell you where the pose file is looking for the BUM (as in the above examples). Move the BUM to where the path is pointing, or edit the path statement to point to the BUM. If the pose file is using "GetStringRes" you'll have to try and deduce the name of the BUM, then convert the path statement to one of the other formats.

This is off the top of my head, so I might be wrong, or someone else may have a better solution.