Yes, as Jimmy, and Kendall pointed out, Figure/Prop Asset is what you want, but beware of a small caveat that goes with this save attribute.
If your OBJ is a multi-part (parented to main part, or not) prop, and not a combined/group-welded parts prop, It will only save the last actual part selected.
If there is only one part to select in the scene tab than you have nothing to worry about, but if the prop is multi-parts you will need to make sure to select/save all parts one at a time. I usually create a sub-folder alongside the main prop part, and call it “props-name” parts.
Example would be a MAC-11 Cobray model that I just saved in DSPro4.5. It was comprised of several separate parts, so I needed to save each individual parts separately, and when I want to use the model I load the main prop, and then all the subsequent parts.
You could just save back out the OBJ, and then re-import it to solidify the prop as one OBJ mesh, but in cases such as the MAC-11 (and no doubt, others) you could lose specific functionality that the creator implemented for use with the model.
Note to others; If anyone can verify a work-around that circumvents this caveat with the Figure/Prop Asset, please let us know. I have been unsuccessful in my trials to find an alternative other than saving to library in Poser 6, and loading into DS4.5 through Poser library instead of just saving via DS4.5.