Check to make sure the image doesn't have a colour profile for starters.
Also, the answer to your question is most likely that the colours Photoshop indexes. When you save for the web with Photoshop it reads all the colours in the file and indexes them and creates a specific colour palette for the image, thus shrinking it's size since it doesn't have to have the information for every single colour possible. Depending on your settings it might be indexing more of the lighter colours, thus making it brighter. Try fiddling with the settings, but if you can't get it to work right simply compensate for that by darkening the image beforehand. Though, I don't see why you're all that worried as it shouldn't be too obvious a difference and you have to remember that people viewing the image have never seen it before so they won't know something's wrong unless it's painfully obvious.
Colour profile or not, it does the same thing. If I just save it as a jpg or png I get no brightening, but if I try to save it as anything through imageready (Save for web) it automatically brightens the image. The reason that this is an issue is say you want to add an image to a site. You can't just take a screenshot of the site and what colour it should be because when you try to save it with that colour it'll automatically brighten it. You can't just darken the image beforehand because you still need to try to colour match these things.
I'm assuming it's an Imageready issue, but I haven't been able to figure out how to fix it. Can I possibly be the only Mac CS2 user who's run into this problem? I can't find anything on the net about it, so at this point I'm just very confused.