Photoshop displays different colors than the jpeg
So I'm making a map. And I'm ready to post it as a WIP for some C&C. So I flatten my image and save the file as a jpeg... and when I open it in windows media viewer the colors are SUPER saturated compared to what is displaying in photoshop. Any idea how to fix this? I tried to search, but that seems to be broken at the moment due to the server reset in March.
ICC Profile: sRGB IEC61966-2.1 is checked. I've tried all 3 format options (Baseline "Standard", Baseline Optimized, and Progressive), but those don't seem to have any effect.