Have you calibrated your monitor and selected the created profile as the color choice in Photoshop? If not, that's one thing I'd recommend. I'm not familiar with using DXO, but I wonder if there are any preferences regarding color space in it.
As far as the color matching between photoshop and print, I believe a color profile must be created for the printer to use - at least that's my impression from what I've seen/read here and there (I use a lab for my prints - as long as my monitor's calibrated correctly they look fine).
I'm sure there are folks here who know more about this, but that's my two cents.
“Even under the best forms of government, those entrusted with power have, in time, and by slow operations, perverted it into tyranny.” -Thomas Jefferson