I think this was fixed in P6.  When you save as a subset, Poser skips the smart prop thing.  Save one wing as a smat prop, then open that PP2 file in WordPad.  You'll find a line something like: smartParent: chest:1

The file with both of them will have two lines that read: parent: Universe.  Paste the smartParent line over these.  Make sure the number after the body part matches (chest:1 above) the number used in the file (the prop name should have the colon and number at the end).

You'll need to save the files as uncompressed if you are using P5.

John