depending on your setup and profiles,
Photoshop can display a document incorrectly regardless of how it is printed
a printer can print a document incorrectly regardless of how it displays in Photoshop
this is true because a document's source space is independent of the monitor and print spaces
to correct this, you need to 1) get your Monitor, Source, Print profiles in order, 2) get your workflow in order to properly evaluate your proofing spaces, and 3) you need to get your colors within your print gamut
...I created an image in PS CS5 for a brochure the company was having printed...
What program was used to create the brochure?
I would wager, as a wild guess, that the brochure was made in Microsoft Word. MS Word really only supports RGB art. A jump from blue to purple is a classic sign of unmanaged RGB art hitting a CMYK print workflow.
I would prepare the graphics in Photoshop as CMYK. Then place that image in a real page layout program. That could be InDesign, QuarkXPress, MS Publisher, Scribus, etc...