Sorry for my ignorance but i'm having problems printing

Hi
I am very new to indesign and to print graphics.  I am not new to web graphics.
I am having problems printing a document that I have created in InDesign CS5.  Now I have learnt that I need to calibrate stuff with ICC profiles but I am not sure what I am doing.
Do i need to create aan ICC profile for my monitor and printer?
How do I get these to worl with InDesign?
I suppose I need to tell you what is going on.   When I print my document which is mostly different shades of grey, most of the different grey shades are nearly black and I can only just see the differentces in shades between the grays.  Now on my monitor they are distinctly different and can easily be seen.
So what steps do I nee dto get these colours right?
Cheers

For good reproduction you need an accurate monitor profile (this is done with a colorimeter or spectrophotometer --that's overkill for just the monitor, but it can do the printer, too -- and profiling software) and an output profile for the printer and paper combination. The industry standard EyeOne colorimeter package is around $200, the spectrophotometer will cost quite a bit more.
There are services that will profile your printer for you, too, but learing to do it yourself will cost less over the long haul if you are really serious about the output quality. In theory you need to recalibrate and profile printers on a regular basis, especially when you change ink or toner. Out here in the real world, though, I suspect most of us who are not producing commercial color output just do it once and live with it until the results are no longer acceptable and the profiles need to be updated. I proof for internal use on my color laser, for example, and it hasn't been re-profiled for about three years. It no longer matches waht I see on the monitor exactly, but it's still fairly close and the prints are for my own use. I always get a proof from the printer when it's time to go to press.
Of course not all monitors and not all printers are created equal. Some monitors are incapable of showing fine gradtions in sahding in the dark or very light grays, and many, if not most, printers can't capture all of the shades you can see on screen.
For any given printer resolution, such as a 600 dpi printer, the higher the linescreen value used to print, the lower the number of shades that can actually be produced. Halftone spots (which is what are used to fool you into seeing gray using only black ink) are made up of groups of printer dots, and you can't print half a printer dot, so, for example, 600 dpi printer outputting at 100 lines per inch linescreen, uses about 36 printer dots to make each halftone spot (it might be a little different because the shape of the halftone spot is seldom a square). The best you can get from 36 printer dots is 37 levels (no dots to all dots), so the best you can hope for is about 3% steps.
Add in dot gain, the spread of ink or toner as it's absorbed into the paper and which is more prominent at darker shades, and your shadows tend to plug up, and the very light shades may not show at all. Less than 5% dot, for example is extremely hard to print on most lasers.
A really good book on the subject is Real World Scanning and Halftones, and a great book on color management in general is Real World Color Management.

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