You need to edit the vector points. (If you do this, you will lose any noob status you may have had. )
- The standard rectangle is a grouped object. Create a rectangle, then ungroup it.
- Open the Paths palette. (I'm still using CS3 and this is under Window>Other>Paths for me.)
- With the sub-selection tool (the white arrow), click on one of the corner points to select it. In the Paths panel, select the Smooth Points button under Points, Edit. At this point, you should have a rectangle where one corner is bulged and not at all what you want.
- Still using the white sub-selection pointer, hold the Alt key and select and move the drawing handles, something like this:
The drawing handles are tangent to the curve of the line segment; the handle line is the direction of the curve from that point. The shorter the drawing handle, the less the curve. (The rectangle starts with zero length handles, which is why they can't be selected. The Smooth Points action curves the point and gives the handles.) If you play around with the handles (Alt+subselection tool), you will get a feel for how to modify them to get the results you want.
I found some nice info on editing points at Fireworks Zone: http://www.fireworkszone.com/redirectionNbClicks.php?root=2&extension=0&idTutorial=297
You can learn how to create curved rectangles from the detailed steps shown in this tutorial: http://www.smartwebby.com/free_tutorials/CSS_website_design_guide/adobe_fireworks_CS4_tuto rials/fireworks_website_design.asp (see under designing the header).