Convert RGB to CMYK in Fireworks?

I don't think it's possible but wondering if there's a function, I have Fireworks MX 2004.

 

I doubt it as well. Fireworks is not designed for that purpose. Chances are you have Freehand if you use Fireworks? You can simply open your Fireworks files in Freehand and convert it into CMYK.

Or if you have Photoshop... ah, you probably know this already.

The reason Fireworks doesn't do it is because it handles web graphics, and all monitors are RGB.