To expand on my earlier reply (I'm posting from work, between patients
)
Most cameras, even the little compacts, will have a custom white balance setting somewhere in the menu, so you find that you generally have the option of taking a test shot which is then applied to subsequent shots until you turn the white balance back to auto (or wherever you noramly have it). So I would expect you would take the test shot with the lens cap on and then you're all set to fire away.
I did something similar for Bill Robinson on his new camera at Loughborough on Saturday - it was so new he hadn't had time to read the instruction book!
Of course to make the problem worse at Loughborough, one side of the hall is a range of windows, so I find that you noramlly have to reset the white balance for each row of tables on a sunny days there; not a problem this time as the weather was miserable.