I'd not recommend editing in an output profile... For one thing, R=G=B probably is not neutral.
DPP can save files in either sRGB, AdobeRGB, WideGamutRGB, AppleRGB or ColorMatchRGB. The first three make sense.
Out of curiosity, I gave it a try, and it seems that you could get DPP to output in your printers color space (no softproofing though):
Choose "File > Print with detailed settings". Gives you this dialog box:
You can choose a printer profile by clicking "CMS settings" (or by going into preferences > color management). Do
not set a CMYK profile, since that
would be used for softproofing.
Then save as pdf.
You can then open this pdf in Photoshop.
This
should work. Unfortunately, it
doesn't on my version OSX / printer driver. Looks like it's the
same bug as I had with PSCS4.
Edit: Latest Epson driver (Printer Driver v6.62) seems to correct the issue. However, the pdf from DPP still gets generic RGB embedded, so in PS you need to assign the proper profile (At least on my G5 with OSX 10.4.11)