Apologies if this has been posted, but thanks to CS's terrible search facility I don't think I found a similar post.
Anyway, if you guys are using CS4 and are wondering why the hell you're struggling with the colours not showing correctly in CS4 despite looking correct across your different colourspace aware applications, well, the culprit for me lies in the OpenGL acceleration option in CS4.
To disable the offending issue, go to Edit > Preferences > Performance, then in the dialog box, click "Advanced Settings" under GPU settings, and uncheck "Color Matching".
That should do the trick. Let me know if you guys find any issues with this fix.