When I try to export my photoshop GIF, it gives me a different result from what photoshop says.

So I've been experimenting with GIF's lately, but when  I try to export my GIF (using save for web), the exported GIF looks really weird and mixed all the frames together. Whilst the photoshop preview shows something different (see file). So I was wondering if anyone encountered the same problem and if someone knows how to fix it?