Trouble when saving images

Hi! I'm having some trouble with the brightness, colors and quality of my icons, you see when I'm working on photoshop I do the coloring and everything looks perfect (I can't show pictures because apparently it only looks wrong when looked on my pc), so I save them in .png or .jpg for bigger graphics. When I go look at them at "my images" or put them as wallpapers or upload them, the quality looks awful and the colors are dull and sometimes the yellow looks green, but again they don't look like that in photoshop, so I have to go back to photoshop and enhance the saturation or brightness/contrast by a lot. This didn't happen to me before, does anyone know what's wrong? Or what do I need to do to make this stop because I'm getting sick of it =(. Why are my graphics looking so differently once saved than in photoshop?

Thanks in advance, I really hope someone knows how to help. Oh and I use Photoshop CS.

err, I don't know how to tag this entry, sorry DX