The blue to purple color shift is a very common occurance when you have the wrong settings in photoshop. By default, photoshop is set to SRGB, which has a much smaller color gammut. It tends to push the blues over to purple when you make the print out of your epson. If you use a larger working color space, your blue's will print out right. In photoshop go to Edit / Color Settings menue. In the RGB menue change it to "ColorMatch RGB" This should solve all of your future problems but you might have to convert your older images over to the new color space. Every one was having your problems when Photoshop moved from version 4 to version 5.
By the way, always leave your photo's in RGB and don't convert it to CYMK. Even though all printers use CYMK, you will only get accurate colors when you print them out in a RGB color space. The printers, make the color converstions on th fly. Pluse, monitors can only show you an RGB image, so you could never try to out smart your printer by converting your image to CYMK and fixing your blues. Basicly, anything you do in CYMK can only be seen when you actually make a print and can never really be seen on an RGB monitor.
Welcome to wonderful world of color management hell. If you have any more questions, give me a buzz 212-683-3131.