Wait what? Softimage is another 3d program thats quite similar to Maya(Autidesk bought them both) so I don't see why it would be needed in a Zbrush + Maya workflow. Plus you probably don't have the suite, so you don't have that menu option. Anyway, as far as I know, you export the obj to Z, sculp/paint/whatever, export a suitably dense mesh and texture maps, import the new obj into Maya, slap some materials on it and incorporate the maps into your shading tree.

Edit:

Or you could be using Maya 2011, I don't think it had that feature. Also, where did you get that info you quoted?