When I just open the raw file in photoshop, the image shown in the preview window is much dimmer than the original. After saved as jpg, the image is also dimmer than the original (just the preview one).
However, when I directly convert the raw format to jpg format, the image is sharpe. This is what I said the original one.
You may find that the quick preview (the one you see when you first look at the photos in Bridge, and the one you see in Windows Explorer) is how you expect. This is because raw files contain small jpeg images created by the camera, which are used for previewing the raw image capture.
Your problem is a common one, and it isn't really a problem as such. What you are seeing is the raw conversion achieved using the software's default settings. You need to change the default settings.
If you install the DNG Profiles, located here:
you can change the camera calibration profile to something better like Adobe Standard. You can then save the setting as Camera Raw Defaults. From then on, all previews and default conversions will be made using these settings.
If you've set non-standard Picture Controls in your camera, you can pick one of the 'Camera X' profiles instead, to approximate the look. But, arguably, Picture Controls are designed for JPEG shooters, and the desired effect is better obtained through use of Camera Raw's sliders.