I didn't have that problem after linking my P4 runtime. I put Mike2 with the wedgecut and Posette with P4's plastic hair in a P5 scene and P5 only stopped and asked for one texture, that of the wedgecut. It was looking in the folder that contained the hr2 file. After pointing it to the proper texture file, it worked fine. It asked for every texture for you? Did you create a link in P5 to your P4 runtime? It's described in the manual in the Libraries section (don't have it with me or I'd give you the page number).