The best way I have found to set up your monitor/printer to print exactly as on screen is.
1/ create an image with a band of red, green and blue stripes
2/ Print this image out and also keep it open on the screen
3/ Now adjust your monitor settings to match the printed image
I know this sounds a bit caveman style, but it is the only true way to match the two up. I know most will say you need to match settings for printer and monitor etc, but as you have now found out, this doesn't always work out. Your eye will always be able to match the colours better than any pre-fixed settings. Plus the settings don't take in to account for differences in Ink quality and colours etc