Color management, photo vs other programs?

I am running a Dell Studio w/ AOC monitor (cheap, not much info) and Vista. I am noting a BIG difference in color between photo software (anything from CS2 down to Windows Picture Viewer) and any other program. For example, in Windows Explorer the thumbnails have vibrant red. Open up the picture and it is a reddish brown. On Facebook the photos look entirely different (redder) so I have to use an older laptop to color correct. Any idea what is going on and how to fix it?