It's happened to me; chances are, it's happened to you. During a fit of spirited creating in Photoshop you spot the perfect color, at the perfect saturation somewhere else on your desktop. It could be in your web browser, something in your desktop picture... anything. The problem is, unless that color lives on another document you have open within Photoshop, it can be a rather impossible to grab with the Color Picker.
The trick is to select the Color Picker (the little eyedropper tool), click and *hold* down the mouse button while you're still in Photoshop and continue holding the mouse button while you drag outside of Photoshop's realm, and onto the color of your desire. Once the eyedropper is perched atop the color you desire, then and *only* then is it safe to release the mouse button. Poof! The coveted color should now live in the topmost color chip in Photoshop's toolbar.