Yes, because your monitor uses RGB and your printer uses CMYK. The conversion between thetwo is not too complicated, but actually getting the same output from the two is hard. RGB is an additive model, CMYK is subtractive (read about the different models, wikipedia will do). The color impression you get by looking at the output is generated in completely different ways.
Most office printers cope well with RGB (sRGB) colors, a lot of inkjet printers even better than with CMYK colors, because they're optimized for home dummy use. But (as Christoph pointed out) your printer can be as great as it goes, you'll never get a similar color impression if your monitor's set to some extreme setting - and most monitors that I saw outside of the graphical branch are set to "nonsense" settings, e.g. max contrast. Greetlings from Lake Constance! Hraban --- http://www.fiee.net/texnique/ http://wiki.contextgarden.net https://www.cacert.org (I'm an assurer)