Idea: make a quadraped pose. Add the skeleton to the MakeTarget human (there's a way to do it, but I forget exactly how.) Pose the human/apply the quadraped pose, as a target. Apply target, and then the posed version will be the base. Do the animal targets next. Then in makehuman, when you apply the quadraped pose in the pose tab, the animal targets will look good then. Unless that's what you did already...
(I would do it myself, except for business/laziness, and waiting/hoping for the release of the dog head...)
(The animal heads are still super cool, by the way.)
Oh, also, two important things to remember:
1) The "not saving" thing is probably because you have spaces in the file name/path. It needs to be dashes or underscores.
2) When making body targets, if you want clothes to fit the body, you have to use the "with helpers" mesh, and edit the clothes too. Otherwise the clothes won't follow the body. (maybe not so much an issue for animals, though...)
edit: Lindsay already addressed problem#1, oops