Photoshop :: CS5 - Preview Of GIFs Is Slow

I have Photoshop CS5 Extended, running on Mac OS X Snow Leopard. I use Photoshop to make gifs, either from video frames > layers or from importing screenshots into a stack. When I make the gifs, I set the frame delay in the animation panel to whatever I want - mostly 0.04, 0.06 and 0.1 and when I play it, it works exactly how I want it to, running at the speed set.
 
But when I go to Save for Web and Devices, the preview of the gif is slow and doesn't play at the same rate as what I set. No matter what I do to the frame rate - set it to no delay, convert it to a timeline gif, the gif doesn't run faster in the Save for Web window. When I upload it to a website, again the gif plays at the same slow rate shown in the Save for Web window.
 
This problem doesn't happen when I import a video to layers and set it to skip every two frames (or more). But even if I make a gif with very few frames (either from importing from a video with no skipping or from importing screenshots), it still runs very slow.
 
Other friends who make gifs via the same method as I do don't encounter this problem. I even opened a .psd from a friend of a gif with a frame rate of 0.06 and when I went to Save for Web, it still played very slow but for my friend, they managed to export the gif and have it play at the intended speed in their Photoshop (also CS5).
 
So how can I make the change the setting for the frame rate in Save for Web and Devices because I assume it must be an issue within that panel?