I've set my profile under Control Panels -> Display -> Settings -> Advanced -> Color Management. I noticed another place I could potentially put it in the nVidia properties tab that's next to the Color Management tab, but I left that blank. In Photoshop, under Color settings, the profile does appear on the RGB Working Spaces menu, but the advice I've seen in various places, including the documentation for my display profiler, is to leave that as Adobe RGB.
I haven't done any printing yet, so to some extent I'm flying blind right now. I've ordered a copy of Photoshop CS to upgrade myself from Photoshop 6. Should I wait for that before I do all my color correction to get everything "just so"? My goal is to tweak a large batch of photos so they look correct on my screen, allowing me to then export them to the web (and, I assume, to the sRGB color space) and to a commercial printer. My goal is to make sure everybody sees the images "properly", no matter what.