you just have to give the spot colours EXACTLY the same filename.
i.e: The spot colour in Photoshop may be called 'Pantone 208 CV
whereas in Illustrator its something like 'Pantone 208 CVC'
so you need to locate the colour in illustrator and add it to your 'colour swatch' pallette.
Then if you double-click on that colour in the Swatch it allows you to change the filename
(amongst other things). Just change it to the same name as photoshop calls it
ie: add the extra 'C' at the end or whatever it may be and presto...