Make sure that you've calibrated your monitor for use with Photoshop. It has this annoying habit of tweaking the gamma as part of its startup, which means that your final image will not be the same as what you're working on.

http://help.adobe.com/en_US/Photosho...E6E84AE5C.html is the CS4 help page on the subject of color profiles and includes a section on monitor calibration.