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It doesn't make any difference at all.
It really depends upon the final destination of your image, and setting the resolution makes a difference then.
For example lets say you are building graphics in Fireworks that will eventually end up in a Word document.
1. Create two new pages 600 x 600 pixel one with a resolution of 72 the other 96.
2. In the 96 version add some text, I labelled mine 96dpi
3. Copy the text from 96 and paste into 72
You will see a dialog box that says, "The pasted image has a different resolution. Resample the image to match the document?" and the option Don't Resample and Resample.
4. Select "Don't Resample" and the text comes in the same size
5. Paste again this time "Resample" and the text is smaller
With vector this doesn't matter but with a bitmap object you would get some quality loss.
6. Export both pages as JPG files
7. Start a Word document and Insert each jpg into a page
Both images look the same in the page
8. Check the format of both images and you will see that the 72dpi is actuall % wise smaller than the 96dpi version.
There are a number of instances where the native resolution of the output file has an impact on what you produce. If you are only outputting to web then there is no issue as it's only pixel based.
Hope this helps,