Hi Pixelchik-
I don't know what CorelDraw does, but maybe this will help: as you probably know, the rounded rectangle tool will start drawing with the same corner radius as the last rectangle you made, essentially duplicating it.
Start drawing your shape; keep holding the mouse down, then hit your up or down arrow keys repeatedly, which will change the corner radii right before your eyes; release the mouse once you've got the shape you want. Hope this does the trick for you.
Regards,
Eva