aha - the old colour matching nugget
Now the easy way, imo, is to cheat and do it the other way
Change the gamma settings on your display to match the printer - saves a lot of ink printing off test colours. Now printers will shout at me for that one
The reasoning on the difference is down to CMYK versus RGB - I am sure there are a lot of explanations all over the web.
To do it by changing the settings on your screen, you can either adjust the monitors brightness contrast and gamma levels or use the properties of your graphics adapter. Right click your desktop>Properties>Settings>Advanced, there is a color management tab - that's where it easiest to do.
Epson printer drivers can colour match the printer to the screen as well. Open "Printers and Faxes", right click your printer and select "Printing Preferences". The Epson printer I have has an advanced button which then shows all the options rather than just the standard ones. There is a colour mode dropdown and you can also adjust the brightness, contrast, saturation and colours using a sliding scale. Now your driver may be slightly different in layouts, but that is how colour matching is done. Doing it the printer way is probably the better way, but be prepared to have to print off a few prints to do the match. The best way to do it is to have an image with a block of Cyan a block of Magenta and a block of yellow. Around a 3cm square peice for each colour would be best, and then as you are happy with each one, remove it from your test print to save on the ink.
hth,
DT.