Fireworks CS4 should save as .psd (Photoshop CS4 version). I see the problem with gradients, though... (Hopefully, next version of Fireworks -- CS5 -- will address some of these problems, when saving as PSD.)
Fireworks is not perfect when saving PSD. PSD is native Photoshop format, so this is the reason why Fireworks cannot save so well in it.
If you do serious design work and they request from you .psd, I suppose, Photoshop will do much better job for you... Yes, it is much more difficult than Fireworks, it is not so intuitive, but that's the best I can think of...
I work as a Web designer for many years, and I always used Fireworks in my work. However, if I receive a design as .psd, Fireworks can open it very well. And I never needed to produce designs in .psd, I make my own design often, or I simply code other designer's PSD files, as CSS/XHTML...
Unfortunately, I can't help you much in this... Maybe some other Fw guru will be able to do better!
Thanks for your reply. Yes im aware that fireworks opens psd's very well, but thats no good for me!
I have considered using photoshop for design, but i already have quite a few designs in fireworks pngs that the client wants to use, and i REALLY dont wont to have to start over.
Does anyone else have a solution to these problems? I dont mind if it requires a bit of messing about.