If the washed out look is fairly subtle, than this is a common problem, especially if you shoot in RAW rather than JPG*. The reason it happens is that the camera's trying to give you all the data in the photo by not under-exposing anything (making it pure black) or over-exposing anything (making it pure white). The resulting photo with no true white or true black looks washed out. But, post-processing fixes it easily by using Auto-Level, or you can use Curves or Levels manually to make it suit your taste.

.* Shooting in JPG means the camera processes the photo more to help make it look better straight out of the camera with no post-processing. RAW applies no in-camera post processing, the photos tend to look worse straight out of the camera, but it gives the photographer more control over the final result if they want it.

The camera allows you to change the brightness on your LCD. If you change it all the way up or down, your photos will look over or under exposed and nothing like what you get when you put them on your computer. This should show that you can't trust the LCD. Instead, learn to use your histogram, which will show you your exposure in a graph format that's very easy to read. There's a quick tutorial on reading a histogram here if you want to read it: http://blog.muddyboots.org/2009/02/histogram-basics.html