When, exactly, are you getting a change in colours? I have my camera set up to do Adobe RGB, and I have my monitor profile set to my Spyder profile. Before you save and upload to the web you need to do Image -> Convert Profile (not apply!) -> sRGB.

The sRGB comes into play because there's no standards for web browsers to read color profiles from images - they blindly apply sRGB which causes AdobeRGB images to come out dull/unsaturated.