Because we're not doing any particular colour management ArtRage is technically using Screen RGB for the device that you painted the image on. It's odd that you're seeing the correct colours in some apps on your desktop, but not others - That suggests that the apps you're seeing the shift in are doing post-adjustment of flat RGB values, which makes sense given that Photoshop will manage the file and it sounds like Windows Photo Viewer does too.
You should be able to tell Photoshop not to apply colour management to any given file, that should remove any post-adjustment it does to the RGB values when they come in. Because we're sending flat RGB just applying standard screen RGB as the profile for the image should also correct the issue you're seeing in Photoshop.
Matt
ArtRage UI
Ambient Design.