I export as a PNG from Photoshop – then cut the bits out I need in fireworks – also creating sprites in fireworks is nice coz it give’s you a reference for each of your sprite items :) Plus fireworks is much better for saving images for web than PS
But anyway – I would throw out the idea of exporting a site from fireworks using slicing if that is what it is. What I would do is just use it to take out the bits you want for the site – and build from HTML start point.
It is very much like doing it from PS, just take the bits you want :)
I would have a look at some PSD to HTML tuts and you will soon see there is no difference really.