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Lossless is lossless. If a format is truly lossless, it will be identical in all aspects to the original (no quality is lost) no matter what the format is.

Are you having an issue with images not looking identical?

Images will look slightly different in ICC color managed applications when compared to ones which are not color managed. They will look extremely different in applications with/without managed color if you have a color profile other then sRGB attached. Keep in mind this is nothing unique to lossless though as lossy images behave the same way.

Using Firefox 3 with color management enabled, all images should look identical to what you see in Photoshop. I *think* Safari also has color management support for those who use a Mac, but I have not confirmed this myself.