You should calibrate your monitor. Even a visual calibration (without a colorimeter) using Norman Koren’s website and/or the free QuickGamma software should improve things. Go to <
http://www.normankoren.com/makingfineprints1A.html> and go through all of the steps regarding adjustment and calibration of your monitor’s black level and gamma. For further improvement, download QuickGamma from the link, install, and run. You will get even better results if you buy a colorimeter, which allows you to create a monitor profile. The least expensive one I know of is the Pantone Huey (I haven’t tried it; I use a Monaco Optix XR and its EZColor software).
Once you have taken these steps, you should open an image file in Photoshop. You will find it looks different from before, so make appropriate adjustments and print it. With luck, it will be much closer to your monitor than before. Likewise, prints from the lab will be closer to the way the images looked on your monitor.