Underexposure & incorrect white balance:
Both are very easily fixed, it's how you're exposing the shots that causes the greyness and incorrect white balance that causes colour casts.
A little exposure compensation on your camera will fix underexposure and grey backgrounds a treat - I've written a tutorial which covers both issues and several others. Choosing the correct white balance, or setting up a custom one for combined lighting sources can fix weird colour casts. Very often, both are an issue and fixing them in the camera will save a lot of post-processing work later.
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See this page - underexposure of this nature is explained and illustrated about two thirds down the page: http://www.boo.myzen.co.uk/artisan.html
One simple adjustment on your camera will sort it out - if you can't find the controls for it, come out of auto mode and try something like P (programmed auto) or A (aperture priority) instead - that often relinquishes a lot of controls the camera takes over in full auto mode.