"JPEG Options" Box Problem--Help!

Question

I am new to Lightroom and having a problem using the "Export Actions" function.  I am a wedding editor and I send thousands of files through the Bridge Photoshop>Image Processor every week.  Well now that I switched over to Lr, I am using the Export Actions function during exporting in order to run my Photoshop actions on the files.
Here's what I do: I export Tiff files and save them as a Jpeg, while also running an Export Action.  As a Bridge image processor action, this worked perfectly fine (ie Photoshop opened the files, ran the action, saved, and closed).  Now that I am running the action through Lr as an Export Action, Photoshop displays a "JPEG Options" save box for EACH file that you must click "OK" in order to go on to the next file.  Again, I run thousands of files and I cannot click "OK" on each one.
Why is this "JPEG Options" box suddenly appearing when it never used to?  How can I get Lr/Photoshop to run this action like normal (save and close without being prompted by me)?
Additional Infor: I have Lightroom 2 and Photoshop CS3.
When I create the droplets in Photoshop, I have "Override Action Open Commands" unchecked.
[See "Problem with a Scott Kelby Action" post below for someone who had the same exact problem]

Answer 1

Another thing you could do (although I'm sure you won't want to do it) is export TIFF images from Lightroom so that they include all of the Lightroom changes.  Then exit Lightroom and load those exported images into Bridge and run your action.
I like Lightroom, and I use it every day.  But occasionally I find that it's easier to just forget about it and do all of the work in Photoshop.  This is probably because I haven't taken the time to really become proficient with Lightroom, especially integrating it with Photoshop.  So I just take the easy way out when I'm forced to do so.