They are definitely different.
The first means "I am about to go watch 2010 Shanghai Expo .or I will be packing/preparing to go watch 2010 Shanghai Expo."All this 2 meanings are not immediately going.
The 2nd means "I am leaving for 2010 Shanghai Expo" You probably already on the road or you are driving to the airport,or you are packing to leave.
Hope you can understand if that makes sense to you.
=)