Which color space are you using to export the document?
I changed the settings from 32 Bit to 16 Bit. May i lost a bit of quality but it doesnt matter. Now i can save it for web, how i wanted it. I dont understand the sense behind this settings, but thanks anyway!
Jpeg is saved in 8 bit, so you have been going direct from 32 bit to 8 bit.
Unless you have a specific reason to use 32 bit - such as HDR images - I would recommend you edit in 16 bit and save the master as TIFF/PSD.
Then for web use Export - Save for web and save as a jpeg. The save for web dialogue gives you a preview.
Always save with an ICC profile - in the case of Save for Web jpeg - tick the Convert to sRGB and Embed Color Profile boxes.