Yes, different kinds of radiation
On the solar wind on Mars:
http://science.nasa.gov/headlines/y2001/ast01may_1.htm
Yes, it's true, even with a terraformed Martian atmosphere w/ ozone layer, you'd still have to contend with those other nasty charged particles from the Sun. I guess one way to deal with the radiation threat would be for Martian colonists to spend most of their time underground or in covered, protected areas, but eventually a solution would have to be found.
If we can create an atmosphere on Mars, then who knows, maybe there's a way as well to create a magnetosphere? Something would have to be done to make Mars a viable habitat, with a limited cancer risk.