but I can never quite wrap my head around it

My monitor is calibrated by Spyder2Pro... and windows loads that ICC profile at boot.

In photoshop, I design an image. Save it as jpeg, open it in the browser... and it looks completely different.

I realize there's no way to make an image look the same on every monitor out there... but my goal is for it to look the same in photoshop, IE, Firefox, and a printout... on one computer.

What am I doing wrong?

Is all of this right:
<img src="http://dloftis.com/bridge_settings.jpg">
<img src="http://dloftis.com/photoshop_settings.jpg">

anything to do with the monitor... maybe im wrong.. i dont know anything about this, but i do want one of those monitor calibrators sometime in the future..

the less profiling the monitor requires, the less will be the difference

<B>doesn't everything in windows obey the monitor profile that I apply in windows?</B>

It does. The problem is that your Windows system uses your custom monitor profile, while the images saved are in generic sRGB. "Colorblind" IE and Firefox don't take the generic sRGB profile into consideration and display it using your Windows custom profile.

<B>Take away the jpeg ... say I'm working in photoshop or illustrator. I pick a color... say #009999.

I then go into my CSS and tell it to make the background #009999.

So there's no color profile involved... and they still look different.</B>

There still is a profile involved. Whatever is displayed in Photoshop is displayed using generic sRGB profile (according to your PS settings). Everything outside Photoshop uses your monitor profile instead.

<B>If I change my working space in photoshop to load my monitor's color profile... they match. Is that I should be doing?</B>

That's correct. Because now Photoshop uses your monitor's profile as its default colorspace, as do other Windows apps - so the colors match.

Should you be working this way - not IMO, unless the ONLY purpose of your images is for you to view them on your system. Nobody else has your monitor's profile as their colorspace, so the colors will be seriously off on everyone else's screen...

Your desktop screen is most likely 8-bit, while all laptops have 6-bit screens of lower quality. So the difference on a good desktop display will be less (since it requires less profiling) than on a laptop screen

assuming, of course, that color settings in PS are the same between the laptop and the desktop

I'm not really an expert on this, but I've seen what you're talking about. What color space are you working in in Photoshop? Maybe Adobe RGB 1998? If you're not already doing so, try converting your image to sRGB, tweaking the colors again, then saving, then viewing with a web browser.