It sounds like the bounding box area is almost black and your background is black. The difference between what you see on screen and what prints can be as simple as rgb vs cmyk. Where as the rgb or monitor shows both to be black and cmyk or printer shows a shift in brightness between the two values.
If this sounds like whats happening a simple fix is to use the levels command, you will find three eye droppers the bottom one sets the black level, click on the dropper then onto the area that is suppose to be black. This will force that area or I should say values to be black.
In other words if you had three shades in an image, one thats white, one thats 50 % grey, and one thats black. Using the eye dropper and clicking on the grey shade would tell photoshop to treat anything in the image that is between 50% and 100% black as black and leave the rest of the image alone.
I agree with Silkrooster.
I would add a Layer Mask to the Layer with the moth. With a soft-edged Brush, paint in that Layer Mask, until you get near the pixels of the moth. With a nice, smooth graduation, you will very likely not see the difference.
If you do, then just create a Mask that is tight on the moth - same general technique, as above, but with more precise Masking. I would explore using the Pen Tool, and Paths, then convert that Path to a Selection with a bit of Feather.