1. The WinXP image viewer has its own internal color management screwing
things up.
[or]
2. Firefox/IE can read the color profile info (AdobeRGB) while the WinXP image viewer strips it out.
Windows Fax and Image Viewer is profile aware, so your #1 is at least partly correct. Adobe RGB images will generally appear slightly *less* saturated outside of Photoshop, not more so. IE and Firefox ignore embedded profiles.
I can think of three cases where the opposite would happen, and your colors would be too saturated in Image Viewer but not other apps.
1) you have color management turned off in Photoshop, and are embedding the Adobe RGB profile. Adjusting subjectively for pleasantly saturated colors in Photoshop will result in over-saturation when viewed in a color aware app such as Image Viewer. This would be a fairly subtle increase in saturation.
2) similar to #1, except that Photoshop is "color aware", but configured to de-saturate screen colors. This option is located in Color Settings. Click on "More Options" to see this option at the bottom of the window in the Advanced Controls section of the window.
3) Photoshop is set to no color management, and your display profile is incorrect. To check for this, set sRGB as your system monitor profile and see if the appearance of the image in Image Viewer changes.