No, you're doing it all wrong. Don't touch proof. Don't touch anything in Photoshop. If you did, revert and go back.
The monitor profile is changed in Windows. The monitor profile is managed by the operating system, and Photoshop just uses whatever it gets from the operating system.
That fact that proof seems to fix it just confirms that the monitor profile is bad. Proofing to Monitor RGB disables all color management and bypasses the (bad) monitor profile.
It's important that you relaunch Photoshop when the profile is changed in the system!
EDIT: the color management dialog is a little trickier to get at than it used to be, as the old "control panel" is in the process of being replaced by the new "settings" panel. But just search for it here. "Color" or "colour" depending on US/UK English Windows:
