Thanks, and then, since there is profile mismatch with my default working space (Pro Photo RGB) tell CS6 to preserve the embedded profile (Beta RGB in this case). Is this correct?
Correct. If this gets really annoying you can change the preferred working space to BetaRGB or turn off the Mismatch warning. As long as you have PRESERVE on, well Photoshop preserves the color space which is what you want.
More info on the color settings:http://digitaldog.net/files/Photoshop_Color_Settings.mov