You mean it looks different when you view it in another application? Photoshop is colour managed, each RGB colour represents an actual colour and it uses the profile that describes those colours and the profile for your display to display the actual colour, or as close as your monitor will get. Most other applications aren't colour managed and just send the colour numbers to the screen without worrying about what they mean. If you are working for on screen viewing you might want to turn colour management off, or go to View>Proof colours>Monitor RGB.