Strange behaviour with DPP 3.8 jpegs

Just been using DPP 3.8 on a Mac and have discovered a strangeness.

I opened some RAW files in DPP 3.8 and processed them and did a Convert and Save as a jpeg.

Now previously opening that jpeg in any other programme I saw the same image as if I had been looking at it in DPP. Now I don't and with some files looking a lot darker, while others look noticeably noisier? This is especially so if opened in PSE8.

Opening the jpeg in DPP and it looks as it did when converted. Don't know how to get around this one at the moment.
The pictures also look right in Image Browser.
Here is a screen grab from DPP

And from PSE8

This is the same jpeg file which was processed from the RAW in DPP then converted to jpeg. I then opened the same jpeg in DPP 3.8 and PSE 8 and took a screen shot of each.
So I am scratching my head at this one at the moment.
Phil