Colour calibration is a compromise at best. Different applications can interpret embedded profiles in slightly different ways, but it's worth checking what profile you're using to output your Photoshop files. Make sure it's something fairly standard like sRGB (assuming you're not producing images for print).
Do bear in mind, however, that your image will look different on another screen - even another screen of the same make, if it's not calibrated the same way. If you're producing artwork for professional print, there's no substitute for a wet proof, but if you're just creating images for printing on your own printer - or for display on the web, it's just a case of trying to find an acceptable compromise. A screen will NEVER display an image with exactly the same colour balance, contrast and gamma as a printed image. Likewise, if you're producing images for web use, they will look different to Windows users and can even vary between different browsers on the same platform. You just have to get used to the differences and use your judgement.