I'm not familiar with Fireworks but you can apply blurs in Illustrator.
Based on this video, I'm guessing you're looking for some sort of anti-aliased sub-pixel rendering.
There is nothing like this in Illustrator because, at least with the
Path tool, you're working with vectors and not pixels. If you draw a 10px by 1px shape in photoshop and offset it so that the top edge is at .5px and the left edge is at .5px, you will see the same behavior that you see with the soft lines in Fireworks. If you draw a 10pt x 1pt rectangle in Illustrator and move it by arbitrary point fractions, it will always* be as sharp as the print and screen previews will allow. The distinction is that Illustrator is working in Points and not Pixels. You can keep zooming in and see a "pixel-perfect" line even if the object is located at an odd fraction-of-a-point coordinate.
*- The exception is that Illustrator will have to convert points to pixels if you do a "Save for Web" operation. At that point, Illustrator will treat Points as Pixel dimensions (because it has no choice). If you have a 10 x 1pt rectangle located at 0.5,0.5 on you artboard, you will see antialiased edges on your saved-for-web image.
You can try and mimic "soft" edges using a blur effect. Look in
Guassian Blur. Select your path and then apply the blur to it. Since it's a "Photoshop Effect", it is subject to the settings in you
Document Raster Effect Settings (also found on the