Either your profiles are messed up or your monitor is uncalibrated.
Not sure which version of photoshop you have (can't tell from the screen capture), but looks like cs or cs2.
Understanding color spaces and stuff is really, really hard to do correctly over the internet (easier in person). I'm working on a short "layman's" tutorial to help out, so give me a few weeks. In the meantime... make the following part of your workflow.
Now.. since you posted a b&w shot, your scanner or even you may be applying some b&w profile to the shot. When you are done editing your shot, first..
What you're doing:
convert your photo to RGB mode and then apply the generic color profile.
edit->mode->RGB (to make sure you are in rgb color mode)
edit->convert to profile
If source space is not sRGB, change "destination space" to sRGB, press okay and do a save-as to jpg. If it is, just cancel and save-as your shot.
IF the first step (edit, mode, RGB) was unecessary
AND IF your source space *is* sRGB in the second step
THEN your problem is an uncalibrated monitor.
Hope this makes sense