There are many ways to make an interior of a building. This tutorial will show you how to make an interior of a room in Bryce and will give you an idea of how to make it look better than many others. You will be shown a way of protecting your efforts from the "object not found" error by merging many individual files into your final room. This appears to be fixed in Bryce 4.0.1. This will not only protect you from the "object not found" error, but will give you better results because each model in your room will be made separately, which will allow you to give the best detail without distractions from other elements in your scene.
There are huge advantages to actually modeling the bricks instead of just using a material. One of the biggest is that the bricks will actually cast shadows and produce far superior results when close ups of the wall are done.