I created a vector graphic in Illustrator CS3, with RGB. I
then opened the file in Fireworks and everything looks fine because
it's still vector. But the color is not right. It's close, but much
lighter. The RGB values are exactly the same.
Fireworks does not use color profiles, so the colors you see
in Fireworks will be what the majority of Web site visitors will
see (skipping, for the moment, the huge problem of monitor
variation). Only Safari displays images using the color profiles.
So, while your experience is with Illustrator, it's probably
the same underlying cause. Illustrator is showing you the colors
with an ICC profile, even though they're in RGB. When you open the
image in Fireworks, you see the colors without a profile.
This is one reason I like using Fireworks. I have a better
feeling about what my visitors are going to see (again, setting
aside the huge problem of monitor variation).