PROBLEM: You copy an image on the web and when you paste it into Photoshop, the colors change.
SOLUTION: In Photoshop, go to View --> Proof Colors. Make sure it is checked. Then go to View --> Proof Setup --> Monitor RGB.
WHY: The default proof in Photoshop is set for CMYK, so it is just a matter of switching it.
NOTE: You have to turn on Proof Colors every time. It's really annoying. The best thing to do is hit Ctrl + Y.