We study the transport properties of a hybrid nanostructure composed of a ferromagnet, two quantum dots, and a superconductor connected in series. By using the nonequilibrium Green's function approach, we have calculated the electric current, the differential conductance, and the transmittance for energies within the superconductor gap. In this regime, the mechanism of charge transmission is the Andreev reflection, which allows for a control of the current through the ferromagnet polarization. We have also included interdot and intradot interactions, and have analyzed their influence through a mean-field approximation. In the presence of interactions, Coulomb blockade tend to localize the electrons at the double-dot system, leading to an asymmetric pattern for the density of states at the dots, and thus reducing the transmission probability through the device. In particular, for nonzero polarization, the intradot interaction splits the spin degeneracy, reducing the maximum value of the current due to different spin-up and spin-down densities of states. Negative differential conductance appears for some regions of the voltage bias, as a result of the interplay of the Andreev scattering with electronic correlations. By applying a gate voltage at the dots, one can tune the effect, changing the voltage region where this novel phenomenon appears. This mechanism to control the current may be of importance in technological applications.