Alleluia, I found a way to retain both color profile and technical info within pics.

Note: You need the last version of Photoshop (10.0.1+) to get the XMP option.

So let's imagine the following workflow:

1. I shot raw or jpeg or whatever actually.
2. I import my pics on the computer the way I want...
3. I process (color, cropping...) my pics using Adobe Lightroom (http://www.adobe.com/products/photoshoplightroom/)
4. When done with Lightroom I export to Photoshop (right click on the pic "edit in adobe photoshop CS3" > "Edit a copy with Lightroom adjustments (Copy File Options as follow: PSD / ProPhoto RGB / 8 Bits/component)"). It opens photoshop with my picture.
5. I do what I need to do with photoshop, or directly go to the final step
6. Within Photoshop I use "Save for web and devices..."
7. In the new window that opens, I select JPEG / Maximum quality (100). I check the ICC profil box (that's for the colors, so that they are displayed the same way on every browser) and the optimised box. Next to the optimized option is a little arrow (see screenshot, txt in french sorry, but that will give you an idea), click on it and it gives you options. Choose the "Include XMP" option (that will save the metadata (shutter speed, focal length...).
8. You can save those settings using the same option dialog box, so that it's easier to do repetitively.
9. It's all good, you're done. Just have to upload it to pxCream now And the tech fields should be filled automatically from the XMP data. And color profile should match.

Let me know how it works for you guys