Opened up Fireworks and clicked on Help.
Clicked the Search tab and typed in the word transparent and from the 45 search results I chose the "Setting transparency" entry [3rd from the bottom].
This is what it said:
As part of the optimization process, you can set one or more colors within an animated GIF to display as transparent in a web browser. This is useful when you want a web page background color or image to show through the animation.
To display a color as transparent in a web browser:
Choose Window > Optimize if the Optimize panel is not visible.
From the Transparency pop-up menu in the Optimize panel, choose either Index Transparency or Alpha Transparency. For a description of these options, see Making areas transparent.
Use the transparency tools in the Optimize panel to select colors for transparency.
If you follow the suggestion in that snippet to check out the "Making areas transparent" entry that was also in your search results, it features a long document that teaches yuo how it's done.
A couple of articles on the Macromedia site that touch on transparent GIF images are click here and click here