Now I remember having an issue as well with Firefox. Unlike IE, Firefox is/can be color managed. In the screenshot you have above, select sRGB color profile. Then either Firefox should be ok because it is looking at your profile you assigned, or you may need to change it within firefox.
I remember when I had FF 3.6, I had to change the color management in Firefox. Unfortunately, I'm back on FF 2.0 currently due to a Windows reinstall and can't remember what exactly to do. If you google for color management in firefox, you should be able to figure out how to configure FF to color manage according to the profile you set above.