Here's the thing Marc, I think you've got some things kinda messed up in your color management workflow and have a problem in that your previous color settings were, in a word, wrong...
Here's what I suggest you do...
Open the Photoshop Color Settings and confirm that you have the settings set to the following:
Click on the settings drop down and select "North American Prepress 2" (assuming Photoshop CS2)
That will give you an Photoshop working space RGB setting of Adobe RGB.
Under Color Management Policies make sure ALL of them are set to "Preserve Embeded Profiles".
Under the policies, keep all of the warnings on (at this point).
This will assume the following-that you wish to work in Adobe RGB as your Photoshop working space and that images that you wish to put on the web will want to be in sRGB.
At some point, you are going to have to do some figgering...in the past, you had your color settings set to No Color Management and that means that SOME of your files really are in Adobe RGB, and some really are in sRGB and you really are not sure which are which. But with the color settings now configured, you should be able to straighten out your problems.
If you open an image with your current new settings of Adobe RGB as your working space and Preserve Embedded Profiles and warnings to all your policies, opening an image should follow the following senario:
You open an image and it pops a warning about no embedded profile, continue opening the image and look at the file. If the image looks "right" you can assume the image is indeed in Adobe RGB-even if there is no profile embedded. Then go into the Edit "Assign Profile" and assign it Adobe RGB.
If you open an image with no profile and the image is over saturated, you've got an sRGB image. Go to Edit "Assign Profile" and assign it sRGB.
The only time you would see an image look de-saturated and dark is where you open an image with an sRGB working space and the image SHOULD be Adobe RGB.
As long as you preserve embedded profiles, and your images have profiles, your images should "look right" in Photoshop. The only time something will look "off" is when either the wrong profile has been assigned, or you've treated an image with no profile wrong.
If you work on an image in Adobe RGB, and the image looks "right", to put it up on the web, you'll want to CONVERT to sRGB and then ideally use Save for Web. Note, unless you specifically select the ICC Profile option in Save for Web, the profile will be stripped out. That's ok since saving out for the web is really only used as a single destination file and not a working file, so go ahead and strip out the profile. In the future, you'll be able to tell when you re-open an image from Save for Web since only those files will ever have no profile emdedded.
If you are working on an image with your Photoshop set to Adobe RGB, an image saved in Adobe RGB or an image CONVERTED to sRGB will look the same on your monitor-if and only if you have your color settings set to Preserve Embedded Profiles. You can work on sRGB and Adobe RGB files at the same time and Photoshop will correct for the differences. Note that copy/paste between images will pop a dialog about a profile mismatch, always "Preserve Appearance" not the numbers.
The ONLY time you should ever see any differences is where the profile in the image has been stripped and you've assigned the wrong profile to the image.