In Photoshop's “Save for Web” dialog, at the bottom right (to the left of the “Edit in ImageReady” button) is a drop-down “Select Browser” menu. It's one of those things most people don't normally pay any attention to. If left as the default, with no browsers in the list, I have the problem previously described. Once I put Firefox in that list (whether I make it the default previewer or not) my problems are solved. I would guess it's because I don't have the Firefox application in the main Applications directory with the other browsers and Photoshop wasn't able to locate the application on its own.
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