By default, I don't think there are any shortcuts for this. However, John Dunning created a series of custom Frame and Layer commands, including Go Up and Go Down*. These are free, and once they've been installed, you can assign keyboard shortcuts to them (under Fireworks > Keyboard Shortcuts...).
You might also like to know that FW has a Select Behind tool (it's underneath the Pointer tool). I personally don't use it, but it allows you to click on an object on the canvas, and progressively select the items beneath that object.
*A caveat regarding the scripts: The "Go Up" and "Go Down" commands don't seem to be working on my older version of Fireworks (FW8). Also, I forgot that Photoshop and Fireworks use different terminology. What's called a "layer" in Photoshop is called an "object" in FW, and what's called a "group" in Photoshop is called a "layer" in FW. Therefore, John's layer commands may or may not allow you to move up or down the objects within the layers, but they should allow you to move up or down the layers themselves (a.k.a. folders).
Just found this older command set (for Fireworks MX 2004) by Trevor McCauley, called "Selection Commands":
The commands "Select Next/Previous" or "Select Available Next/Previous" sound exactly like what you're looking for. I haven't tried these, but chances are good that they'll still work.