How can we use a Poser animation into bryce ? Let's say I want to make a person dive into the water. Is there a way to import the diving person from poser into a lake scenario in bryce ?

No, unfortunately, there isnt. A work around is to import the Poser 4 character frame by fram (one at a time) into each keyframe of the bryce animation. This is more trouble then it's worth though.. Or You can render the poser animation behind a green background (green screen in Hollywood) then open a movie editor (QT4 or Adobe premere) to crop frames.

I've tried but how do you import each poser frames into a single bryce frame? When importing an object, it appears into all bryce frames. I do not quite understand the meaning of your solution.