CMYK and RGB are two different colour models, and understanding the difference can mean producing a great-looking insert rather than a muddy, disappointing one. We'll have to delve into a little science to explain this difference.
The RGB colour model is used by monitors, televisions, scanners, and digital cameras. A monitor uses very small bands of red, green, and blue light to generate colour. RGB is additive because when you add all three colours together, you get white light; when you turn off all three lights, you get black. By mixing varying amounts of red, green, and blue light, you can create most other colours.
However, the paper used for a magazine, CD booklet, DVD sleeve can't generate light like a computer monitor. It relies on reflected light, and the subtractive colour model CMYK. When you add cyan, magenta, and yellow together (CMY), you get a colour close to black, and when you don't lay down any ink, you get white that is, the white of the paper. A fourth colour, black, is added for economical and practical reasons, and is referred to by 'K' so as not to be confused with blue. By mixing varying amounts of cyan, magenta, yellow, and black inks, you can create most other colours. All commercial, full-colour printing uses CMYK inks.
So why is the difference important? Most colours created on the RGB monitor can be duplicated using CMYK inks, but not all. As your RGB monitor is generating light, it can create some bright colours that can't be duplicated on any CMYK printing press. Paper can only reflect light, so if you print the super-bright RGB colours in CMYK, they get a lot duller.
If you're designing artwork in an RGB colour space, we'll have to convert it to CMYK to print. Depending on your artwork, the colours might shift a little or a lot.
When sending artwork for printing you ought to provide all your images in CMYK. This way, if there are any colour shifts, you'll be able to see them and take steps to correct the problem. If you supply RGB images, your printer will make the CMYK conversion, and hopefully show you a proof. If you want to make any changes to your images at that point, your job may be delayed and incur additional charges. It's much better for you to supply CMYK files up front.