You can only ever see simulations of CMYK on a monitor because monitors always work with RGB (the colours of light).
CMYK is print/ink colours and cannot be accurately simulated via 'light' on a screen, so different software may show a different result 'on screen'.
Xara allows you to view simulated printer colours via 'Window - Show Printer Colors' menu item.
However, as behzad says - provided you work to the same CMYK values or PMS colours, then you shoud be fine.
Bookmarks