Welcome to PSG!
Color management is your problem.
I recommand reading articles about color settings and color management on
www.computer-darkroom.com
The difference of color for the web is due to the use of Adobe RGB instead of converting to sRGB before using save for web.
This is because the web apps are not color managed, and assume sRGB, ignoring the profile.
You do not want to print on a desktop printer in CYMK, even if it uses those inks. Send RGB files to your desktop printer.
Do you really want to send JPEG files to the printer? What printer are you using? check the color settings, and follow the instructions at Computer-Darkroom.
You might want to run Adobe Gamma, to check if you profile is correct, or better, use a colorimeter.
BTW, "Walla" is french, but it should be spelled "Voil?!" (you can forget the accent)