Welcome to the wacky world of Sigma ;-)
I have an SD10 for bench-top work.
For my bench lighting I use a Kodak gray card to set a custom WB in the camera. For outside shots I use the Sunlight, Daylight, etc setting as appropriate and adjust WB in ACR 5.4 (SPP is a bit too liberal with sharpening, saturation and applies NR whether you like it or not). Not sure if ACR will open files from your camera though. For important outside shots (weddings?), I'd probable shoot a gray card correctly exposed before shooting the actual scene. If possible, it would be better to include the card in the scene, for obvious reasons. That would do it.
My camera's AUTO WB isn't too bad, but there's always a scene that will fool it, eh?