Colors are different when print from Photoshop and Illustrator

I imported JPG CMYK image created in Photoshop CS to Illustrator CS. When I print from Photoshop and from Illustrator the colors are very different. I have Northe America General Purpose Defaults color settings for both Photoshop and Illustrator and use a PostScript device. What should I check to get the same color print from both programs?

Thank you