alin33: I really wish I could give you a different answer to this one! I love gimp myself, and will defend the program against any scornful photoshop user, but the CMYK support is a real problem.
I don't have photoshop and I have had gimp artwork printed a couple of times, both by those companies (like cafepress) who put your images on tshirts, cups or canvases and the like, and by a print company who required the image to be in CMYK. I really had no problem getting good results by just submitting a non-cmyk image file to the image-to-object companies. The two times I had to convert into CMYK I actually installed a simple open source photo editor that I don't think exists anymore but that had CMYK support and could easily convert it for me.
Today, I would probably use the krita program to do this, as my husband has installed it on our main computer, but if you don't want to install krita you can probably find a similar program to the one I used, a photo editor with CMYK support, that you can use just to change the colour model.
Or, you can try the separate+ plugin for gimp, but I have never used it, so I don't know what it's like to work with! Here's a link to some more info:
gimpusers.com discussion on CMYKLike sallyanne says, if you have the g'mic plugin there are filters that may be helpful, but I haven't tried those either, and using indexed mode is not going to help you with this one. In short, my recommendation is to convert via another program or install and use the separate+ plugin.
And welcome to gimpchat

!