Need some help with final CMYK printout color quality.

I'm making an ad with alot of bright colors. It's gonna be printed to a glossy photo paper for distribution, but I'm having a hard time getting the monitor colors to match the printout colors.
I started as RGB workspace, then once finished I converted to CMYK, but the colors drastically get dull.

I know that it is normal for colors to change during RGB to CMYK transition, but is there any way I can preserve those bright colors?.. (it's mostly bright orange and green.)

Any ideas?.

Workspace specs :

RGB : ADOBE RGB 1998

CMYK : SWOP V2 20%

Conversion : ACE

Intent : Relative colormetric.

Thanks in advance. =)

Go to FILE, COLOR SETTINGS, CMYK SETUP (in Photoshop 5- INK SETUP in PS4, and in PS6 somewhere in EDIT menu). Nevermind. Instead of chosing from the list (swop, euro, toyo, etc) go at the top of the list : CUSTOM. Double click each color box, and pick for each the clearest color, i.e. for cyan G255&B255, yellow R255&G255. For M+Y, put pure red255. Save this combination and reload when needed. It would be a workspace mostly like the common RGB you used before. Pay attention that some colors will show a "!" in the info box (unprintable colors, out of range-they will be printed with the closest color). Read more in HELP about this. GOOD LUCK.