tough, tough, tough, one word that describes UWP. Wetpixel is an excellent website, as is the free Under water Photography Internet Magazine produced by Peter Rowlands. http://www.uwpmag.com/
You will get a lot of help and encouragment from the UWP there.
Couple of thoughts, I'm guessing you are not using a strobe? Water depth will strip away colour faster than a running tap, a cost effective way to reintroduce the lost colour is to use a filter, in the UWP mag, you'll see an advert for 'Magic Filters' might be worth buying a filter for your lens.
I like the natural look of the image with the light rays coming through the water, try and pronouce these more in post production, another way is to use manual control on your camera and slightly underexpose the image.
One of the key points in UWP is get close and then closer still to your main object, not sure if it is the fish or coral. Also try and shoot up rather than down.
Keep up the good work and post some more images, as a piece of encourgement this is what you get when you get up close and personal with a Pygmy Seahorse.