A few things to try.
1)Since jpg's are finiky with bit modes, make sure your mode is in 8-bits per channel only. (found in the image>mode menu)
2)you could try resetting the preferences by using the 3 modifier keys at startup. ctrl-alt-shift(windows) cmd-opt-shift(mac) Hold these three keys down when you start photoshop if done right when photoshop starts you should get a dialog box asking if you want to reset the preferences)
3)If these do not help specify the version of photoshop, what OS you have and its version. Then someone can tell you the location of the preference files since it is different on windows vs. a mac.