Yeah, you’ll see that when you set your colours in PS to web colours you’ll see that a lot of them are cut away. That’s because gif is used a lot on the web. This is done to prevent having to convert to 256 colours later and probably losing quality. If you make the image using 256 only from the beginning on, you won’t have to convert it, and you’ll be sure that the images’ colours stay the same. That’s why they call it web-safe.
