CMYK jpegs would do that, make sure they are RGB. But since you are using save for Web, they should be RGB.
Reset your save for web settings by holding down option to get to the reset button.
Cold also be a hosting configuration issue where files need to eb named .jpeg or .jpg. Try .png format see if that works.
I would have thought that was an issue with MS Expression 4 and not Photoshop. If you can open the JPGs after saving from Photohop, then they should upload and display in your browser. A way to test would be to right click one of those JPGs, and choose Open with and chose Internet Explorer.
You could also upload one of those JPGs to this forum for someone else to test.
[EDIT] I think Mike has the better answer.
Thanks, what is the 'option' key so I can reset it....Im on a pc...
Trevor, the 'open with explorer' worked, so they must be in the right format alread, must be something with the host or Expression Web 4...funny thing is, it was all working a few days ago, same program, same host??
The Option key on a Mac is the Alt key on a PC
Wonderfull! I always have this problem when some one send me imagens maked at corel and convert to jpeg of course, but they never opened in my sites, so i always select the image, copy and save its in a new project! But this solution is faster and amazing!