sRGB, Photoshop and Color Picker "proofing"
I have recently started with web developement and changed my Photoshops Color Profile to sRGB, in addtion I set the Proof Setup to Monitor RGB to make the colors look more like the end result will be and it works fine.
The problem I have is that the Color Picker inside Photoshop CS5 seems not to use the proofing and displays the colors wrong, which means that picked color and the color that actually gets drawn are different.
Is there any way to fix it to color proof the whole Photoshop?
If I understand you correctly, you have issues with the artwork not appearing in the exact same colors when exported, as they appeared inside your Photoshop project? If so, I recommend you do not use sRGB at all, especially if you're producing for the web. Also, in your Color Settings (under Edit menu), set RGB to "Monitor RGB - Display" and optionally turn Color Management Policies for RGB off (descriptions below).
To prevent color shifting when Exporting for Web
Basically this means to not color manage images at all. What you see in Photoshop is what _you_ see when it's been exported. N.B. that obviously doesn't also mean that viewers see the same colors exactly as they were intended. The representation is entirely in the hands of their monitors*, which means that this approach leaves more room for variations (which may or may not be a critical thing). If you happen to know you're solely producing for a bunch of people with crappy old CRT monitors, you should proceed with caution. One thing to be aware of, especially in such case, is also the difference in display gamma on various systems such as Macs vs. Pc's (see my previously posted links to read up on that). Anyway:
Under Edit menu, select Color Settings and choose the "Monitor RGB - Display" for RGB, and under Color Management Policies, you may also want to choose "Off", which means that Photoshop will disregard color management profiles of any new images you open (which is nice if this is what you mostly prefer, such as when producing for web).
When Exporting for Web, do NOT convert to sRGB.