Jen,
Had the same problem and didn't know what a calibration device was either. I did find one though and now using it. The prints are now coming out much closer to what I see on the monitor and not so terribly dark. The device plugs into your USB port and you hang onto the monitor. Mine has a weight on one end of the cable so it will balance. You only have to hang it on your monitor while the software (that comes with the device) is running. The device "sees" your monitor and creates a profile for your monitor so that it will display more accurately. The calibration device that I got was one of the cheaper ones, I found it at Amazon - here's the link:
ColorVision-Spyder2-Express-Win-Mac
Hope that helps