What OS are you on? Which browsers are you testing?
Are you sure the colors are different? Put Fireworks and a browser side by side and take a screen capture. Then sample the colors.
Also, how are yo comparing? FW view or preview? Check your optimize settings and be sure photos/bitmaps are jpg and objects/text are gifs.Compare FW in preview mode and browser.
I use windows xP, testing in IE and FF.
I did compare them as you you mentioned. The configure always matchs between FW and browser.
However, the big picture seems vary in quality. Not only me but also a friend of mine feel that. Especially the color brightness. In browser, the color look senseless and about 3% brighter than in FW.
I understand there may be a slight difference on your friends monitor calibrations and appearances can vary a great deal. But it should look the same in FW preview mode and your browser (as far as I understand). Can you send your file?