On Windows 7 this problem is fixed. You have to change some arcane settings but there is a way to make Windows 7 remember the monitor calibration and color/gamma profiles. The issue was that Windows would remember the color correction but not the gamma correction to be applied in the video card's LUT table.
See the below link for full instructions. I'm just posting this so that other people who stumble across this thread via Google looking for help will find it!
http://www.pusztaiphoto.com/articles/colormgmt/win7/default.aspx
Best
Jim
