This sounds like a color management setting. If your documents have a Adobe or Prophoto RGB color profile embedded, it will appear darker in Windows' default sRGB color management.
The solution would be to make a copy of your file and use Edit> Convert to Profile... Choose sRGB and save that copy.
It should display normally in Windows.
Let me know how it goes.
Thanks for your help Gene. But, the image still looks the same in Windows.
Ok, look at your files in Photoshop. What is the profile assigned to them? You can find this out by going to the Status bar at the bottom, clicking on the right-pointing triangle and choosing document Profile from the list.
Then in Windows, go to your Control Panel > Color Management and add sRGB (if it isn't there) and select it as your default profile.
I hope that will work.