I think the solution may be in the Apache/PHP configuration and not FCKEditor. If you have magic_quotes_gpc set to ON which is the default, then when data is sent via GET or POST both single and double quotes will be escaped with a slash. I force a "solution" for this problem by using stripslashes() after I POST before I save the contents. If you have control over the Apache/PHP configuation, I don't always, setting magic_quotes_gpc to OFF will do the same thing. When using FCKEditor the choices are probably change the SAVE function in the source or turn off magic_quotes_gpc.
Re: Problems Using Quotation Marks
I hope that helps.