Just a small clarification to what Jonathan has already said:
When you installed the Spyder software, it should have added a shortcut in your "Startup" folder to the little program that 1) looks in the Windows registry for your currently defined "monitor profile" (the Spyder profiling software should have set that for you) 2) loads the video card's lookup tables with the monitor calibration curves (these are the RGB curves that yield nice looking neutral greys). Make a copy of that shortcut on your desktop, so that if you have doubts whether the monitor calibration has been loaded, you can quickly remedy that.
It is then up to colour management aware programs to invoke the Windows (or their own) "colour management module" to use the colour matrix/look-up table part of the monitor profile (this was created when the Spyder profiling software "characterized" the colour behaviour of the calibrated monitor) to transform the RGB numbers from the independent colour space (say sRGB or AdobeRGB) to the equivalent RGB numbers of the monitor's device colour space.
If there are no monitor calibration curves defined in a profile, there will still be colour transformations by colour management aware programs, but unless the RGB number transformations are really extreme, they will be all but unnoticeable on most ordinary monitors.
If you are still using Windows XP, then go to the Microsoft.com Downloads website and find their "Colour Management" Control Panel applet, which can be useful to verify that a monitor profile is well and truly defined as the default monitor profile. And the X-rite application Jonathan is also very useful for quickly switching monitor calibrations--Colorvision Spyder also has something similar on their downloads website.