The DSON Importer for Poser must be installed to your Poser installation directory. By default, this would be:
Here is a screenshot showing the default Poser Pro 2012 location. You can browse to a different location, or click “Next” to accept the default:
If you have installed Poser 9, (or installed to a custom location), simply browse to that location when asked for the install path as shown here: