Photoshop is brightening my colors when saved as jpeg, how do I stop this?

Earlier I asked a question about why colors a brightened (mainly blue) when I save a psd as a jpeg. The colors look how they should look when I view the jpeg in windows explorer, but when I view it in a browser (chrome and firefox) and my iphone, the colors are very bold and brightened.IE doesn't do this the jpeg, how the file looks in photoshop, that's how it will look in IE. I have pictures this time to show exactly what I mean.

Here is a screenshot of the psd opened in photoshop, everything color here looks how I want it to look.

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Here is the psd saved as a jpeg viewed in windows explorer, remember when I view the same jpeg in IE (Internet Explorer) the colors are correctly displayed as they are in photoshop and windows explorer.

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Now here's is how the jpeg looks in a browser. When I view it on my phone, it also looks like this.

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Notice how it went from a dark navy blue to a bold brighter blue. I don't know why this is happening, but I noticed it's photoshop doing this because I dragged the same psd file into Fireworks and saved it as a jpeg from there. When I save it in Fireworks, and view the jpeg in a browser again from the one that came from FW, I don't have this problem the colors are displayed correctly.

Here's that psd dragged over the FW as a bitmap image.

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Is there a setting I might have accidentally clicked in PS that is causing this problem? Have any of you ever encountered this before? It will only do this for some files, but I don't know how to fix this. If anyone has any solutions please let me know. I want to eventually upload these psd's on websites for display, but I can't do that if they aren't showing the correct colors and lighting.

Make sure when you save to double check how you save! If you are using RGB or CMYK that can be a problem

You should convert the document to the sRGB color profile. Photoshop applies a 'color profile' that Windows Photo Viewer can detect, but most browsers can't. Go to Edit > Convert to Profile, and select "Working RGB". You can go a step further and disable color management by then going to Edit > Apply Profile, and selecting "Don't Color Manage This Document".

CMYK color mode is primarily designed for images that will be output to a printer, not to a monitor. Since you are designing a website, you should use RGB mode. RGB does allow much more vibrant colors than CMYK can reproduce, but most of the CMYK gamut (range of colors) has equivalent values in RGB.