You probably used Adobe colourspace to capture your images. I'm assuming you are referring to the windows desktop. Windows is not colourspace aware so all Adobe colourspace images will look dull when displayed on the Windows desktop as well as on Internet Explorer. Try resaving the image in RGB colourspace and see what happens.
As far as I know, all photo labs also are not colourspace aware. So if you send your photos to the labs using Adobe colourspace, all your prints will also look dull.