Its always been a problem, especially if you're using spots or cmyk and having corel export as rgb.
With certain settings, as GraphiXtreme showed, you can get it to look a bit closer to what you were working with, but the easiest way I've found (which isn't easy at all!) is to just work with cmyk and export as cmyk tiff or psd files, open in photoshop to verify color, then export from there to jpeg.
Same works for running only rgb and exporting as rgb, but you'll need to set corel up for rgb in color management.
I love my Corel, but absolutely hate the color shift when outputting files, even when keeping them in only one mode (cmyk, rgb, spot, etc)!
Chris