Please help with strange monitor/Lightroom 4 interaction problem

I bought a Dell Ultrasharp U3011 yesterday, and I'm now facing a very strange problem. It's sort of related to the common discussed issue of Lightroom's color management, but there is a twist here. I'll explain.
The monitor I had been using (and still have) was a Samsung SyncMaster 244T. I had no problems at all with it.
With the U3011, I've run into this problem:
-When I view files in Lightroom 4, the colors are muted and contrast low. The same files seen in Xnview, ACDSee Pro (with the color management turned off), Digital Photo Professional (colorspace set to sRGB), are much more vivid. In Photoshop, if I use the default color setting, it looks muted like Lightroom (I'm guessing because Adobe products have default color profile set to ProPhoto RGB), but if I set the color profile to the monitor's profile, it becomes vivid and matches the other software I mentioned. If I use any other profile such as sRGB IEC81966-2.1, ProPhoto RGB, Adobe RGB, etc, it doesn't match the other software I mentioned. This is strange because the other ones match each other because they are set to sRGB, but in Photoshop, even if I set the color profile to sRGB, it still doesn't match.
-In Lightroom 4, even if I use Soft Proofing, nothing changes. It's as if Soft Proofing is broken--it doesn't do anything, no matter what color profile I choose.
-Now, here's the twist. I didn't have any of these problems when I use the 244T. This leads me to assume that the problem is how the U3011 is interacting with Lightroom. I did a quick comparison of opening up the same image on both monitors in ACDSee Pro, and they looked identical. (At this point, I had the U3011's preset set to sRGB. This is the only preset that makes the U3011 look identical to the 244T).
Next, I did an experiment, and I was very surprised by what happened. This is what I did:
With both monitors as a dual display setup, I turned on Before/After comparison in Lightroom (made sure both version had the same setting and look identical by copying the After's setting to Before). I then moved Lightroom's window so that one photo is seen on the U3011, and the other shows up on the 244T. And OMIGOD, they looked different! Why is this happening? I've already established that the same image looks identical on both monitors when viewed with ACDSee Pro, but in Lightroom, they looked different on each monitor.
And then things got even more weird. When I dragged the Lightroom window fully to one monitor or the other, Lightroom actually started changing the colors right before my eyes as it responded to which monitor was displaying which photo! Lightroom was somehow interacting with the monitor in real-time. So if the Before looked muted on U3011 and the After looked vivid on the 244T, when I drag the whole window into 244T, the muted Before will stay muted for about a second or so, and then it'll suddenly change and become identical to After. And when I did the reverse (drag the window into U3011), the reverse also happened--the vivid After will stay vivid on U3011 for about a second or so, and then it would suddenly change and become muted. Lightroom was identifying each monitor's color profile setting and changing the images according to which monitor was doing the displaying, and when the images were split between the two monitors, Lightroom was slitting them into two different settings to match whichever monitor is displaying which side.
So what the hell does that all mean, and what can I do to get Lightroom to display the photos so that they look the same as on all the other software I mentioned (so I don't have to play the guessing game of editing the images, export them out to other software to check how they turned out). Also, remember that I didn't have this problem with the 244T--Lightroom displayed the photos the same way as the other software I mentioned. The problem right now is that the U3011 is somehow causing Lightroom to display the photos differently, and no color profile presets in the OSD control can make them match.
I need to solve this problem, or else my last resort would be to return the U3011 and try another brand/model and see if that helps.
Any ideas?

Yes, that's basically sensible advice you got there (but I was more succinct ).
An important point that was mentioned over there is that you must not confuse document/source profile with monitor profile. They are both links in the color management chain, but they serve different purposes. The document profile defines the colors in a standard color space. The monitor profile describes the monitor's own native color space - its response to the RGB numbers it's fed. So one is translated into the other, by the application on the fly, through a normal profile conversion, and that way the colors appear on-screen as intended.
If those two profiles/color spaces are roughly similar, as they would be in the case of an sRGB document displayed on a standard gamut display - then you can get by without color management. It won't look too far off. But a wide gamut monitor changes the rules, because its native color space is not similar to sRGB, it's much closer to Adobe RGB.
Anyway, this is what color management is about. Any profile can be translated into any other. So in this context it doesn't really matter what color space the document is in - as long as you have a good monitor profile it will display correctly (within practical limitations). Lightroom is a sort of special case because its internal working color space is not one of the standard ones, instead it's a modified ProPhoto space with linear gamma. But the basic principle is exactly the same: source profile > monitor profile.
Just to go a little more in-depth while I'm at it: When you calibrate a display you actually do two separate things. You first calibrate it to a more or less standardized response. But that's just a linear one-dimensional correction. It does nothing about how color is actually reproduced, how red is red for instance. The calibration is global and affects everything system-wide because it's read into the video card or monitor hardware.
Then, once calibrated, a monitor profile is made. This is a full, complete and accurate description of the monitor's behavior, in three-dimensional color space. The precision level is much higher. This profile is used, by color managed applications like Lightroom and Photoshop, to display the image.
Other applications that are not color managed will simply ignore this profile, and send the RGB numbers straight through to the display, unmodified. With a standard gamut monitor (and an sRGB document) the difference won't be too dramatic and you may not notice it unless you look closely. But a wide gamut monitor will make the difference jump out immediately.

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