I have set the colour profile in CS6 and Lightroom 5 to ProRGB Should I set the monitor of my iMac to the same profile? If I do the screen image is very dark and contrasty
No, never ever do that.
Document profile and monitor profile are two very different things, serving entirely different purposes. They should never be the same. They should both be the correct profile, the one that most accurately describes the actual color space it refers to.
If you ran a color calibration device on your display, then the display should be set to the profile it generated.
If you've never done that, then the display profile should be set to the default assigned at the factory. It's probably the one named "iMac" or if that's not there, then "Color LCD".
You can't buy a display that can reproduce ProPhoto RGB, so you wouldn't want to apply that profile.