You might need to change the gamma correction of the external screen. Open system preferences, choose Displays, and click the Color tab on the external monitor. You should be able to choose between a few preset color calibrations, or you can click the "Calibrate" button to go through a series of procedures that will calibrate your monitor. At some point you should be able to select the amount of gamma correction, so you can set it lighter. Macs use a gamma correction of 1.8, while TVs and PCs use 2.2 (slightly darker).