Firstly, the effect you observe is a major and well-known bug in Windows Photo Viewer - the program that launches by default when you double-click on the picture. Windows Photo Viewer implements color management improperly.
Secondly, people who suggest that you should "calibrate and profile your monitor" are completely missing the crux of the matter. It is exactly "calibrating and profiling your monitor" that activates this bug. This bug will not reveal itself if Windows is set to use its default color profiles.
Moreover, removing monitor profile from the Windows Color Management settings is not a "fix". That profile is supposed to be there. That's the whole point of Color Management.
This is what rally happens:
As many of you know, when you calibrate & profile your monitor using the appropriate hardware/software package, the profiler software generates ICC profile for the monitor as well as gamma correction table stored inside that ICC profile. In order for that new profile to work properly, you have to load the gamma correction data into the LUT table of your video card. This can be done in two ways: either 1) by using a small gamma-loader utility supplied by the vendor of your profiling product, or 2) by using Windows 7 built-in capabilities. These gamma-loading capabilities are new to Windows 7 (actually, they were present in Vista as well, but very poorly implemented).
Many people prefer the latter approach, since they don't want to run an extra third-party utility, when Windows can do it for them by itself. In order to use the latter approach you will have to register the new monitor profile in the Windows Color Management engine and ask Windows to load gamma from the registered ICC profile. It will work as it is supposed to, but unfortunately it will destroy normal functionality of Windows Photo Viewer. Pictures in Windows Photo Viewer will suddenly appear dark. It is a bug in Windows Photo Viewer, which Microsoft so far failed to address.
All other software (including the color-managed one) will continue to work properly.
One workaround for this problem is to stop using the built-in capabilities of Windows 7 for gamma loading. Ask Windows to stop loading gamma, and use the standalone gamma loading utility provided by the vendor of your monitor profiling software.
Another workaround is to stop using Windows Photo Viewer. Download a properly implemented color-managed third party picture viewer and you should be fine.