Need help! Photoshop colors question!

Okay, so this is kind of hard to explain, and I am sure there is an easy solution that I just don't know about, but when I copy and paste into photoshop a header such as the one at the top of this page http://www.wellwtf.com the blue color of it turns a sort of purple and I cant get it to look like it does on the website, but then when I save it as a jpeg at high quality and view it in a picture viewer it is the right colors.

Is there a setting that I can use to make it so the colors show up the same when I am editing in photoshop as they do when they appear on the web?

Please help if you know a solution!
-ATF

EDIT: I also noticed my color pallett (sp?) also does not go to a really true blue, but when I was at my friends, his did. Would this affect the colors of things when they are imported?

 

Well yeah... Save the banner as a .png with Paint.. open with Photoshop.. works perfectly.

This is a roundabout I am sure. There will be some other methods also. But use this till you find out

Regards,
~KMKM

 

Thank you, that helps loads for now
-ATF

 

No Problem. Glad that I could be of some help to you.Any other thing I am just a PM away.

Regards,
~KMKM