ummm.... are you constraining a set of joints in a skeleton?
one question would be; why?
second off, when you rotate something in three dimensions, you're not really rotating it on the y axis first, then the x, then the z (for example), like you would appear to do with the manipulator. You're rotating on all three axes at once. Which means that, occasionally, your axes switch from positive to negative values at odd locations. This isn't so much a problem if you're allowing all the axes to move, but it would show up if you only allowed one to move.
the other thing that may be producing this (in a related manner), is if your joint skeleton is not lined up parallel to an axis. even if the joints are co-linear, they'll have a different set of rotations, meaning constraining their axes in such a manner would produce the odd results.
Does that help? or did I manage to just confuse you....