Playing tag...
Several people have given the right answer here, but I'm afraid it may be lost in all the discussions about EXIF tags, running a virtual PC (???) and dragging and dropping files on multiple apps to change "tags".
Apple's Finder tags files based on two criteria, the type/creator of a file, or the .xxx extension on the file. To determine the type/creator, a file must have a resource fork - which are only created by Macs, so only Mac-generated files will have this info. When Photoshop saves a file on a Mac, it creates that resource for the file and the Finder looks for this info first when determining what kind of file it is, and hence, which application owns/opens it. If the file has no resource, i.e., it was NOT created on a Mac, then the finder simply goes by the extension, .jpg for JPEGs, .tif or .tiff for TIFFs, etc.
This is a plus. On a non-mac system, ONLY the extensions are used to determine file type, so the OS doesn't know which application the file was created with, and files open with whatever the default application is for the type of file being examined. On a Mac, if you create a file with Photoshop - it opens with Photoshop, if you create text file, it opens with whichever editor created it - do you see how that's a positive? Otherwise, you get into these situations where the OS cannot distinguish between a PShop JPEG and, say, a camera JPEG - as on other OS's.
The problem experienced by the OP illustrates this point nicely. Saving a file as a JPEG in Photoshop on a Mac creates the resource which tells the OS that this JPEG is a Photshop JPEG, not one created by say, Preview, or Fireworks or whatever. However, as someone pointed out, using the "save for web" command creates a "raw" JPEG without the resource info, just as Windows or UNIX would - so those files are "generic", and will open with whatever JPEG-capable app you have, or on whatever platform it is sent to.
The solution, as pointed out by several others, is to "break" the association, which is easily done on a system-wide basis. Simply select a "Photoshop JPEG" file in the Finder (you can tell it's a Photoshop JPEG because of it's PS icon - part of the type/creator resource functionality) and select "Get Info" from the Finder menu. About halfway down the info window you see a section called "Open with" (see figure1 below). Here you can universally change all Photoshop tagged JPEGs to plain JPEGS by choosing Preview as the default app and clicking the "Change All" button (see figure 2). You can also choose to bypass the "mapping" (as it's called) on a one-time basis only, either by not clicking "Change All" there in the Get Info window, or by right-clicking and choosing "Open with:" and selecting the app from a list of eligible apps.
The downside is that your Mac will no longer be able to distinguish between different types of JPEGS - they will always open in Preview - just like Windows and UNIX, unless you right-click and choose something else.
I find myself using Preview more and more and Photoshop less and less for simple file transformations like these anyway, so this feature is working for me quite well - and always has.
dmz