Don't worry! Files do preview in the incorrect colours sometimes. This is because a web browser can only process images in the RGB colour format so even if they are set up in CMYK the web browser preview will appear different. This will not affect the actual file though. The best thing to do is download the file and open it up, this will give you the correct representation of the colours.
As long as your artwork is set up in CMYK, this is how the colours should print!