Ellipsoid Correction of ALOS PALSAR L1.1 4pol data in SNAP not supported?

Georeferencing has to be done in SNAP at best, you can import your files into SNAP (no need for version 1.1.1, just use the latest you have) and you can change the links afterwards as well.
Both is explained here: Help installing PolSARpro software step by step on detailed on the windows 7 system