Ouch, Photoshop CS3 Problem?

Hey Everybody,
I downloaded a trail version of CS3 from Adobe.
I took my first look at some photos I took in RAW at Kids Day.
Once of my shots was the C-130 with a nice dark blue sky behind it,
So I viewed the images in CS3, and didn't edit them.
All I did was save them in a jpeg format (highest resolution that was alowd).
So once I saved them, I exited CS3 and opened the JPEG file.
Instead of having a nice dark blue sky, I had a purple-ish sky.
Could someone help me out and tell me how to fix the problem?
Thanks!
Pat