Come on photoshop doesn't give you an option to save to JPEG. It's photoshop, it better allow you to save it to a JPEG. Anyways you can use any image editing software to save it as a jpeg by using Save As. Edit: I think you have to make sure everything is non-transparent before you can save it to JPEG in photoshop, but that's just a guess. GIMP 2 just adds a background without warning you when you save a transparent image to JPEG.
Edit: ignore this if you already have it, xD.
(I had to remove the transparency to save it as JPEG. I don't think that will make a difference though. It's seven degrees smaller than the .png.