I switched out on my photoshop cs6 color management options to have the workspace use the monitor profile it created for me.
I'm not exactly sure what you mean here. Photoshop will automatically use your monitor profile for on-screen display, there's nothing to configure here as long asthe monitor ICC is registered with Windows as the default (which it automatically is when you run the calibration). I suspect what you may have done is change the RGB Working Space to your monitor display, and unless you really know what you're doing, you should not do that. Leave it at ProPhoto RGB.
I then export the file to my Canon print plugin and when I try to print I get the error message I attached to the topic. Does this mean that no matter how I see it in photoshop, the plugin will print using windows icc profile instead ? I'm lost
I don't recall seeing that message before, even though I use i1Profiler to generate v4 ICC's. But I think you should be able to safely ignore it if you're on a recent version of Windows (Vista or newer) as the OS should have no problem with v4 profiles.