Missing EXIF data

I use Raw Shooter to open and edit my raw files, and I've noticed that if I save the converted file as a jpeg the exif data is retained, but if I save it as a tiff then the exif data is lost. Furthermore, when I edit the jpeg in Photoshop (version 6) and save it, the exif data is lost again. Any ideas on why this is happening, and how I can retain the data?(I'd rather save as a tiff from Raw Shooter, and then save finally as a jpeg after all the PS work is done)
Frank
Frank