In versions earlier than Fireworks CS5, most of the Photoshop live filter implimentations in Fireworks are not there to be used as actual filters, but to prevent any changes to PSD 's opened in fireworks. Use the native Fireworks gradient tool instead.
In CS5 or 5.5, they do work, but you need to make sure that the menu item is selected as well as checking the box, as you see in the screen shot I have uploaded.
I use Fireworks CS 5.5. But it does´nt work. When I open a psd file with the gradientstyle from the layerstyle in Photoshop, FW does´nt show me the Transparency I´ve set. FW makes it white. So I can`t use layerstyle in PS and import the psd file with all layer settings in FW.
Whe I use the gradientfilter, I only get an white black gradient and I can´t set the color. What´s the sense of that filter when I can´t set it????
Why not just use a native Fireworks gradient? It's very easy to use and you can make all the same adjustments you would make in Photoshop.
Becaus I produced a webdesign in Photoshop with layerstyles and imported it in FW. When I use the gradienttool in PS I´m not so flexible like the layerstyle gradient.