Welcome to the wild word of color "management!"
Subject to what others might tell, I must deliver some sobering news: you're going to have to spend some money.
First, the Spyder2Pro calibrates your monitor, not your printer, and you need to do this first. It comes with software that automates the process and you just follow the directions. The end-result of all this is a "profile" that gets put in your display settings (you can always return to your original settings). The Spyder comes in several flavors and there are other good hardware/software combinations (GretagMacBeth's come to mind) out there but the truth is, you get what you pay for and you're really paying for the quality of the device.
Once your monitor is calibrated, you must calibrate your printer. Essentially, this involves printing a test sheet and using a spectrocolorimeter (I may not have these device names perfectly correct) to measure the color of what's been printed. There are good ones out there but they're pricey too - expect to spend about $250.00 U.S. for one that's dependable. The same people who make the Spyder2Pro make one of these as well. When you're finished with the spectrocolorimeter, the software gives you another "profile" to use with your printer. You also have to do a profile for each different kind of paper that you use with your printer because each paper has different properties.
Confused yet? Don't be, the point is that your monitor and your printer are unique and have to be brought back to square. You might be lucky and your devices are close to where they should be but they can also be way off and until you calibrate each and use the resulting profiles, you won't get the results you want.
If you only use a couple of different papers, think about having a service create your printer profile. One that has been recommended to me is
http://www.cathysprofiles.com. For much less than the cost of a decent spectrocolorimeter, Cathy will use her super-duper machine and send you back a file; her service usually runs about $35.00 per profile.
Hope that helps - this is one area where there's really not a good, cheap fix if you want reliable results.
