I am constantly having this problem so I thought I'd ask for a bit of guidance.
I have a colour swatch that I use regularly, and I use it for table headers a lot. For some reason on the same page, using the same swatch the table headers look different!
RGB: Monitor - RGB - Display
CMYK: ColorSYnc CMYK - Generic CMYK Profile
Colour Management Policies:
CMYK: Preserve Embedded Profiles
Reading the RGB values on that screenshot in Photoshop indicates that the orange is identical on both those headers. I think it's your monitor that makes it appear different.
You can read the CMYK values by opening the the Separations Preview pallette, switching View to Separations, and hovering over the orange area. I bet it's the same values for both headers.
Edited my post with a little more info.