There should be a section in your Photoshop manual that's called "Producing Consistent Colour" (or something similar to that). You can read that section for more info, or if you don't have the manual, ...
Heh, I have exactly the same problem when using photoshop. Any images viewed inside Photoshop are bright and vibrantly coloured, however the colour lightens and becomes a lot duller once the image is ...