Why does photoshop make my pictures washed out- Save for web

Hi
Im using CS3...so this has been an annoyance for me for a while now... I get an image all adjusted properly with it exactly how I want it. Then I go to File/Save for Web and Devices (I'm saving for websites) and when I save it as a jpeg the images are a noticeable amount brighter and washed out...Unless I open the JPG file in PS, Then the image looks fine! Does anyone know why this happens? Its really annoying to have to make my images too dark in photoshop and then save it for web and see if it looks like what I want it to! Thanks guys!