I realize now, I need to amend steps 5) and 6) (they should follow ngisiger's method)

5) Export your first frame out of poser as an .OBJ file and then the rest of the frames as .3DS files.

6) Import the .OBJ file first and then re-mport the skin using the Manage Skins feature. Then import the animations frame using Append Frames as .3DS.