You've asked the biggest question in current digital technology. Here are a few thoughts.
First, you can go to your monitor control panel (this is assuming you're on a PC) and click on "Advanced". One of the tabs under advanced is "Color Management". See what your current color management is -- probably it's defaulted to nothing. Pick the "Gamma 2.2 monitor" setting. It's kind of a standard for monitors.
You can experiment with the other profiles you see under that tab. If there are no profiles available, you need to go out on the net and find a few. Some suggestions -- if you're on a PC, Microsoft has a few on their site. Search the Knowledge Base for "color management" and they'll explain all of it to you -- with links.
You can also go out to your monitor's manufacturer and (possibly) find color profiles to match. You can also do a search on Google or Teoma for "(your monitor) ICC color profile" and see what you get. There are lots of them to be downloaded. Some are better than others.
The third option is to buy a Colorvision Spyder calibration tool and create your own profile. That custom profile will correct your monitor, and you can create a matching color profile for your printer and scanner. Whew! That's a LOT of work.
I've been lucky in that my manufacturer-provided profiles have been sufficient to give me great color output. My camera (Fuji S2) assigns a color space to the image, and I can carry that through the Photoshop process to printing. Works for me and works for my outside printing lab.
Best of luck!
This can be a challenge to print without the right profile!