Are you working in sRGB?
edit-going to assume that is the problem
Under Edit-->Color Settings, make sure under working spaces RGB says sRGB and NOT Adobe RGB. Also under Color Management Policies, RGB should say Convert to Working RGB. Check the three boxes as well. This will tell you when you open a photo that isn't in sRGB, that you need to convert it, you will click continue and it does it for you.

[Edited 2011-08-12 08:39:56]