E-Value Threshold Analysis

Hi, 

I've been experimenting with various sequence search tools and been using their E-values to compare results. One concern I've had is really how appropriate this is. For example in practice would using an e-value threshold in BLAST , eg. 0.001, be comparable to using the same threshold in psi-blast,fasta or phmmer? I know the answer to this is probably no, but does that mean that different threshold e-values should've been used then?

Thanks.