If you are using Bryce 7 simply do the following:
1. Create a new Bryce scene.
2. Create the spheres you want to transfer to Daz Studio.
3. What you need to do is to select the items you want to send over so that they appear red in the preview, and while those items are selected you will press the icon that starts DazStudio. So long as you are using DS4 you should see your items arriving in DS. Simple select an item, and press the Daz button and the items ahould be sent over. There are some exceptions however, metaballs and some other types of things.
Best of luck!