Well, there are several things you can try:
Make sure "convert to sRGB" is checked in the save for web dialog.
Set the preview color to Monitor, windows or mac (same dialog).
Lastly there's the embed color profile checkboxin the dialog.
Embed color profile is unchecked in my copy of PS. Preview is set to monitor color, and convert to sRGB is checked.
ah thanks a lot. Actually I found the problem so I will post it for others to see. It wasn't in my color settings.
It was actually the ''proof setup''
Go in: View - Proof Setup - Monitor RGB
it worked for me ... thanks for your help