Using 4.6.6 under Windows 7 64 bit and a color managed Eizo CE210W monitor, the colors rendered in the Preview window do not match those of Capture NX2 nor Adobe Photoshop CS5. The attached image illustrates the difference using Adobe RGB color space (also visible when both images are ProPhoto RGB).
The Color Management preferences look like they are set correctly. Toggling Color Management on and off results in a visible difference, it is just that when it is on it does not match NX2 of CS5 (note: both NX2 and CS5 look the same on screen, it is only PM that differs).
Deven
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