Help ~! When I open my photos with Adobe photoshop, the color seems like more warm and nicer, but if I open with normal windows photo viewing application, the photos are more pale and not so vivid

Anyone has this problem also ?? How to solve this ??

You have to find out what color profile is your monitor using, then go into photoshop, edit -> color settings, and set the working space color profile to match your monitor. I also set all color management policies to convert to working color. Having setup this, you will see what you get.

If you are printing your own photos, you will also need to set proof color, that is under view -> proof setup. Otherwise, whatever in step 1 is suffice to get you the proper color. Consider buying the spyder2 colorimeter to calibrate your monitor too.

So is that means what I see from the monitor is the correct color so I need to adjust the photoshop's color settings to match with the monitor one ?

Kind of, its the color profile that is causing the difference. If you use your monitor color profile on adobe, adobe should show the same color as your monitor, and vice versa.