My camera is set to SRGB. When opening in Adobe, go to (I think, this is from memory) Edit -> Profiles. Convert it to Adobe RGB 1998 and then edit the photograph. When you're done, convert it back to sRGB and save it for web. I've found that by doing this my photos look pretty close to what they looked like when I was editing, besides jpeg compression artifacts and the like.
Or do you mean that they are going straight from your camera to the web without editing? In that case, I dunno.