Color management is a complex subject, but if you want to get accurate color the first thing you need to is calibrate and profile your monitor (and it helps to have a high quality monitor -- cheapies just don't cut it for accurate color work). You cannot trust that what you see on screen is actually what the numbers in your file represent unless you take this first step. The best way to do the monitor calibation is with an intrument, either a colorimeter or the more expnsive spectrophotometer, whcih can also be used to calibrate and profile your printer. Instruments and calibration software start around $175, and you can spend a lot more if you like.
Once the monitor is calibrated you may get better results as is without profiling the printer, or you may find a "canned" profile for the printer/paper combination you are using that gives acceptable results, but the most accurate color will be achieved if you make, or have made, a custom printer profile as well (typically $50 -$100 for a custom profile, I think).
If you are interested in learning more about color management, I strongly recommend gettting a copy of Real World Color Management. It's pretty easy to read and has down-to-earth recommendations without being full of scientific jargon.
Thank you, Peter. I had read on this forum about monitor calibration and software, and wondered if that was where to begin. My computer is a Mac, so the monitor isn't separate from the computer. Does the software still work the same way?