Hi Clementina-

1 - When printing on inkjet printers, leave it RGB - CMYK is for 4-color separation printing (magazines, brochures, etc. - NOT inkjet).
2 - Which version of Photoshop are you using - right now CS3 is buggy with it's printer engine - use CS2 or earlier.
3 - Have you color-calibrated your monitor? Funny thing is, just doing that doesn't fix it either - color calibrating your monitor really only gives you a good workig start. You then need to print out a picture, and then adjust your colors and density to math the PRINT if that is going to be your default printing device.

You can then create profiles for every paper you use - go from Glossy to Luster, to rag and canvas - you'll be able to set a printer-preview of each paper stock before you hit PRINT, and can make adjustments from there.

Hope this helps - good luck-
-Lewv ;-)