ColorCache is a Windows application that lets you create multiple color palettes from samples taken from your screen, either by using the built-in color selector or manually entering HEX values.
The program lets you preview the palette colors in HTML. It's also compatible with a number of programs such as Photoshop and Illustrator, and can even generate palettes from an image or photograph.
When it comes to creating and managing color palettes, ColorCache is a useful tool to have.
This version lets you use the application for 15 minutes.