Color management is a vast and hairy topic. The bottom line is that the colors on your monitor will never exactly match what your printer creates, simply because they use color in completely different ways.
But what you can do is calibrate your monitor, use the color profiles for your printer, and make a best effort. Photoshop has all the tools to help you manage the color for your documents between screen and paper, but it’s up to you to use them wisely.
First thing I’d recommend you do is to read up in the Photoshop help files on color management. Don’t worry if you don’t grasp it all on the first try, no one ever does (including me; it took several years and a three-day class to learn). Learn what you can and apply it.
Second thing, make sure you have the correct profiles for your printer (and the paper you’re using!), and turn on the Proofing view in Photoshop to check your colors before you print.
Third, buy or borrow a color calibration device for your monitor. I use the Eye-One by Gretag-MacBeth. There are others out there that are just as good (and possibly cheaper). This will save you TONS of headaches compared to what you’re doing now, which is calibrating your monitor purely by sight. Chromix.com has a good selection of devices.
Fourth, get a book like Real World Color Management, by Bruce Fraser and friends:
https://www.amazon.com/gp/product/0201773406/102-7989790-2962535?v=glance&n=283155
Or take a class, or search the web, or do whatever you need to do to learn. Color management can be overwhelming at first, but it makes sense once you get into it, and it makes things SO much easier once you take the time to learn it.