I have been doing some researching on the web and playing around with saving layouts for the web because of a problem I have had happen with my files being too large if I just do "save as" after reducing size to the 600 x 600 and 72DPI.
If you want to embed the file info and yet use the "save for web", I have found a way to do it.
When you are creating your page and you add the credits to the file info which you find under "file", type your information in the "copyright" section.
Then when you have finished your layout and you have saved as a JPEG. You then bring that JPEG back into photoshop and as normal - reduce the size to the 600 x 600 72DPI. Then under file click on "Save for Web" .
Where it says "metadata" make sure it shows copyright or copyright and contact details. Alter the size if necessary but most times you should not need to alter this.
When you upload to the gallery and then you go back to look.... all the information you typed is there under the EXIF.
This is for Photoshop CS and you cannot do this with PSE.