I set the quality to 100% in pspx but it still looks poor.
If you mean you set compression to 1 from Options on save dialog, that is as good as it gets.
I just downloaded one of your icons, right clicked and saved the preview thumb, I don't see why you think they look pretty awful. A little crispness/sharpness will be lost due to the difference in the way info is saved for a jpg compared to a png.
The background you have in preview is causing a little more lose. I have the png, jpg of png I made and the preview thumb open in PSPX. Try a simpler background.