Options/File/JPEG controls the way JPEG files will be saved.
The switch Progressive JPEG causes PhotoLine to save JPEG files in way, that allows web browsers to display the file quickly in a coarse way, enhancing it stepwise. But this option is also more memory consuming and some image processing applications have problems reading them.
JPEG-Compression controls the reduction of the resulting file size. The higher the value the better will be the image quality, but the larger will be the file size.