Firstly, for some reason, if you are talking about this forum it strips the EXIF on upload therefore there is no color management so the colors are muted. It's a known issue that Joe will look into when he has time.
Secondly, make sure that you use sRGB as the output color space as that is the base when using un-managed applications and web browsers. AdobeRGB, ProfotoRGB are simply too wide a gamut to be represented in an un-managed application or on a PC monitor by the system.
Thirdly, make sure that you use Picasa (with "use color management" checked).