The evil world of color management in Photoshop, yes. The problem is often that different outputs uses different types of RGB (example: digital camera saves their images in sRGB) and some labs where you send your digital images to uses one or the other. Some of them are professional enough to actually give you a colorsync profile (also called icc-profiles) which you can load before you save them.
If Photoshop has some type of Colorsync settings turned on, it might look different than what you see in iPhoto for instance.
This is a jungle and there's been many books written on the subject, just have no author in mind right now, but browse the web and I'm sure you'll find some good sources there on how to master this mystery of colors for online viewing, print and photo prints. I have still yet learn to master it, but I'm getting there.... well, soon.