You can also select a format option for the JPEG file. Select Baseline (“Standard”) to use a format recognizable to most Web browsers. The Baseline Optimized format optimizes the color quality of the image and can produce a slightly smaller file size, but is not supported by all Web browsers. The Progressive format causes the image to display gradually as it is downloaded. However, progressive JPEG images files are slightly larger in size, require more RAM for viewing, and are not supported by all applications and Web browsers.."
As someone pointed out to me not long ago - Baseline Optimized is compatible with almost all current browsers so there's no reason not to use it.