Hi
The WB is abit fiddly to get at on those LCD screens while underwater with those camera's.
Get to know how the menu works outside the housing then again once inside the housing.
You sure can get great colour by just using a filter and WB on something down there.
Here is a clip I shot with the SONY A1, (single chip CMOS camera like the HC9)
http://www.hdvunderwater.com/flashHD/evo/evo.html (broadband)
The water was dirty & green and I only White Balanced on the sand/coral until I got the color I was after.
No colour correction at all was done on the computer, it's as the camera shot it.
If I was you I would do some dives without the lights just to get the hang of the housing and it's controls then move on from that to messing with lights unless is down deep or at night.