You say the file was imported. Was the original file a FIreworks PNG?
Select the rectangle you want to change and check the Properties panel. Near the left side it should tell you if the rectangle is a bitmap or a path/rectangle. If it's a bitmap, you'll have to recreate the rectangle usign either the Rectangle or Rounded Rectangle tool.
It is a png file. But I don't know if it was originated in FW. It's a tutorial, I am trying to learn how to use the program. But I clicked on the rectangle and it is a path. Where would I look to round the corners? Thanks for the fast response.
What version of Fireworks are you using? I'm basing all this on CS4/CS5. I don't believe CS3 had the Path panel (mentioned later in this post) but I'm pretty sure the other options would work fine in CS3.
If it's a path and not a rectangle (meaning a rectangle created with the rectangle tool) then you will need to use the Subselection tool and manually adjust the corner radius. Seriously, it would be WAY faster just to recreate the shape using the rectangle tool.
Alternatively, you could try using the Paths Panel. You would use the Subselection tool to select two corner points, then in the Paths Panel choose the Sharpen points tool. to convert the two points to a sharp corner.
THEN reselect the new corner point and choose Fillet Points from the Paths Panel (right beside sharpen points). A dialog box appears asking yo for the new corner radius (in pixels).
Again, way faster just to redraw the shape using the rectangle tool.