Every time I start a new image in CS3, I always have to select the "proof colors" option for the images to actually look as they look elsewhere.

Is there any way to set that as the default, so I don't have to remember to turn on the proof colors any time? I've tried changing to the monitor rgb, the srgb and all of those options while starting a new file, but no matter what, I have to turn on the proof colors.
(and ps, is it normal to need to do that?)

Any help would be amazing, thanks.