Dear PhysiSmo,
to determine the interactions of fundamental string "fields" (their terms in the effective action), one has to calculate the scattering amplitude of the corresponding excitations (string states). That's computed from the correlation function of vertex operators corresponding to the fundamental string states (evaluated on Riemann surface worldsheets). But here it's important how exactly it is computed.
As Haelfix correctly says, the term in the effective action that involves RR fields is written by replacing the RR vertex operators by the field strengths (spacetime derivatives of the RR potentials) rather than the RR potentials themselves.
Why? Because we know exactly what these vertex operators are, of course. In the RNS formalism, they must include both left-moving and right-moving spin fields, Q* and Q, those that create the branch cuts for fermions psi. A Dirac-like matrix Gamma_{abc...} must be inserted in between these two Q's, to get a scalar. The a,b,c... indices must be contracted with a p-form of coefficients. It turns out that p is even or odd in type IIA and type IIB, respectively. So the tensor to contract must be the field strength that has the same property.
This argument is just about one sign, so let me say it on an example. In type IIB, there is a RR 0-form, the axion (scalar). But the left-moving and right-moving spin fields on the worldsheet transform as spacetime spinors of the same chirality (the same GSO projection on both sides, as far as the spacetime chirality goes), so by taking a tensor product, the lowest-spin term in the decomposition is not a scalar but a vector. You get a scalar from 16* times 16 in the Euclidean signature or 16 times 16' in the Minkowski one but 16 times 16 gives you no scalar invariant, for example.
So all terms in the effective action that you calculate from the perturbative amplitudes of string states only depend on the field strengths which are clearly the correct RR-related fields with the right number of indices. You may imagine that 1/2 of the derivative comes from each spin field. Consequently, there is no explicit potential "A" in the action, without derivatives: the action doesn't change if you shift "A" goes to "A plus constant". But the change is what would define the charge (compare with A_m j^m couplings in electromagnetism), so the elementary string states carry no RR charge. The charges are zero.
The D-branes do carry them. They are not represented by local vertex operators described above. Instead, there are extra boundaries of the worldsheet. They add the explicit A_abc j^abc... couplings. See e.g. Polchinski's 1995 famous paper about it.
The absence of RR charges of fundamental strings doesn't contradict S-duality. This duality only appears in type IIB, not type IIA. In that case, it means that fundamental strings don't carry charges under the RR axion, RR two-form etc. But the RR axion is mapped under S-duality to (parts of) the dilaton while the RR two-form is mapped to the normal NS-NS (two-form) B-field. So the S-dual statement of "fundamental strings carry no RR two-form charge" is that "D1-branes carry no B-field charge" which is correct, too. The discussion for the 0-forms would be a bit different because the dilaton-axion complex field behaves kind of nonlinearly and one would have to be careful what the absence of coupling exactly means and how the S-duality acts on them.
Best wishes
Lubos